The Joy of Volatility

Modern portfolio theory regards the return of an asset as its upside, while volatilityis seen as its downside. This view is shared by the majority of investors who dislikevolatile markets. Recent results in financial mathematics, however, show thatvolatility is actually good, rather than bad, for financial growth. Very simple activeportfolio management opens up this profitable opportunity to generate growthfrom volatility.

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Year of publication:	2007-04-01
Authors:	Dempster, Michael A.H. ; Evstigneev, Igor V. ; Schenk-Hoppé, Klaus Reiner
Institutions:	Institut für Schweizerisches Bankwesen <Zürich>
Subject:	Volatilität \| Portfoliomanagement \| portfolio management

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Extent:	124928 bytes 6 p. application/pdf
Series:	Institut für Schweizerisches Bankwesen Zürich - Working Paper Series Working Paper ; 374 (2007)
Type of publication:	Book / Working Paper
Language:	English
Classification:	Employment of capital, capital investment planning and estimate of investment profitability ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005858210