Zobrazeno 1 - 10
of 1 365
pro vyhledávání: '"Long-term asset allocation"'
Autor:
Bertrand, Jean-Charles jean-charles.bertrand@hsbc.fr, Coqueret, Guillaume coqueret@em-lyon.com, McLoughlin, Nicholas nicholas.mcloughlin@hsbc.com, Mesnard, Stéphane stephane.mesnard@hsbc.fr
Publikováno v:
Journal of Portfolio Management. Mar2024, Vol. 50 Issue 5, p238-263. 26p.
Autor:
Erdemlioglu, Deniz, Joliet, Robert
Publikováno v:
In Journal of International Financial Markets, Institutions & Money September 2019 62:1-19
Akademický článek
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Autor:
Adachi, Jeff, Gupta, Aparna
Publikováno v:
In Applied Mathematical Modelling 2005 29(4):309-320
Autor:
Jose Olmo, Ricardo Laborda Herrero
We derive a closed-form expression for the mean and marginal hedging demand on risky assets in long-term asset allocation problems for individuals with constant relative risk aversion preferences. Our parametric portfolio policy rule accommodates an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::126a21d622577c1bcc5c47d1c0578e05
https://eprints.soton.ac.uk/443967/
https://eprints.soton.ac.uk/443967/
Autor:
Deniz Erdemlioglu, Robert Joliet
Publikováno v:
Journal of International Financial Markets, Institutions and Money
Journal of International Financial Markets, Institutions and Money, Elsevier, 2019, 62, pp.1-19. ⟨10.1016/j.intfin.2019.04.004⟩
Journal of International Financial Markets, Institutions and Money, 2019, 62, pp.1-19. ⟨10.1016/j.intfin.2019.04.004⟩
Journal of International Financial Markets, Institutions and Money, Elsevier, 2019, 62, pp.1-19. ⟨10.1016/j.intfin.2019.04.004⟩
Journal of International Financial Markets, Institutions and Money, 2019, 62, pp.1-19. ⟨10.1016/j.intfin.2019.04.004⟩
International audience; This paper studies optimal equity portfolios with long-term horizon under heterogeneous risk aversion levels. We focus on European stocks and empirically show that contemporaneous excess returns of semi-active strategies are n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6205f08f1cbf989ed39a7b730615fcab
https://hal.archives-ouvertes.fr/hal-02510242
https://hal.archives-ouvertes.fr/hal-02510242
Autor:
CHEN, YA-HUI, 陳雅惠
106
In this research, family owned enterprises and non-family owned enterprises were selected for comparison. Regression analysis was conducted to provide an empirical study. It is found that the key to long-term success of family owned enterpri
In this research, family owned enterprises and non-family owned enterprises were selected for comparison. Regression analysis was conducted to provide an empirical study. It is found that the key to long-term success of family owned enterpri
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/f5f35m
Autor:
Koniarski, Tim
Individual as well as institutional investors face the decision of how to allocate assets in their portfolios. In general, it is distinguished between strategic and tactical asset allocation. While strategic asset allocation concentrates on the alloc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::66c66689d952eb4eb7f6809ab5ec2020
https://epub.uni-regensburg.de/29581/
https://epub.uni-regensburg.de/29581/
Autor:
Thomas Dangl, Alex Weissensteiner
Publikováno v:
SSRN Electronic Journal.
We study the implications of predictability on the optimal asset allocation of ambiguity averse long-term investors. We analyze the term structure of the multivariate risk-return trade-off in a VAR model under full consideration of parameter uncertai
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::105e7500b23ad15613c6b301a03aef81
https://doi.org/10.2139/ssrn.2883768
https://doi.org/10.2139/ssrn.2883768
Autor:
Chagas, Guido Marcelo Borma
Publikováno v:
Repositório Institucional do FGVFundação Getulio VargasFGV.
Submitted by Guido Chagas (guido.chagas@fgv.br) on 2016-09-09T15:34:13Z No. of bitstreams: 1 Long-Term Asset Allocation Based on Stochastic Multistage Multi-Objective Portfolio Optimization.pdf: 6336618 bytes, checksum: 67d3dd1c3b982252c5012b3078278f
Externí odkaz:
http://hdl.handle.net/10438/17044