Zobrazeno 1 - 4
of 4
pro vyhledávání: '"moderne Portfoliotheorie"'
Autor:
Jovanovic, Miloš
The goal of this thesis is to study and analyze different models of portfolio optimization. We start with the basic models such as mean-variance model presented by Markowitz (1952), mean-absolute-deviation model proposed by Konno and Yamazaki (1991),
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::50a5563449ae17141c074d645dabd094
Autor:
Aslan, Aydin, Posch, Peter N.
We investigate how an investor’s preference for sustainable assets in the portfolio varies for differing levels of risk aversion. Using a sample of 411 publicly listed firms in the S&P 500, we calculate financial and sustainability returns, on whic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::132eda47d293d2331cae932ff87eeec2
Autor:
Aslan, Aydin
In the ongoing and aggravating global climate crisis, the effects of ecological disruption on firms, investors, and society as a whole are being increasingly investigated in the literature. Physical risks, such as increasing average temperatures or r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5595a9d1385476137e39c1b7e6beb311
Autor:
Pfeifer, Jan
This thesis explores the application of Markowitz' Modern Portfolio Theory onto 220 years of financial returns for 13 metals and 21 poly-metallic ore types. The interdisciplinary research shows that poly-metallic ores can be described as naturally oc
Externí odkaz:
https://tubaf.qucosa.de/id/qucosa%3A70992
https://tubaf.qucosa.de/api/qucosa%3A70992/attachment/ATT-0/
https://tubaf.qucosa.de/api/qucosa%3A70992/attachment/ATT-0/