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Anlagestrategie Behavioral Finance : die Bedeutung verhaltensorientierter Anlagestrategien in der amerikanischen und deutschen Fondsindustrie
Jaunich, Arthur Oliver - 2008
Die Dissertation befasst sich mit der praktischen Umsetzung der Behavioral-Finance-Theorie im Bereich des Asset … stabil sind, wie es die Behavioral-Finance-Theorie vermuten lässt. Die Verbreitung der nachgebildeten Anlagestrategien in der … genannten Behavioral-Finance-Fonds, bezieht sich in der Außenkommunikation auf die Behavioral-Finance-Theorie. Tatsächlich …
Persistent link: https://www.econbiz.de/10009467430
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Game theory and portfolio selection: a proposed adjustment to the minimax model and application to the Brazilian stock market
Farias, Christiano Alves; Vieira, Wilson da Cruz; … - 2004
The objective of this paper was to compare and to analyze three portfolio selection models: Mean-Variance, Minimax and Minimax Weighted. These models were evaluated using historical data (September 1999 to August 2000, January 2001 to December 2001 and February 2002 to January 2003) obtained...
Persistent link: https://www.econbiz.de/10009445890
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Portfolio optimization with risk constraints
Gandy, Ralf - 2005
In dieser Arbeit setzen wir uns mit den Auswirkungen von Risikobeschränkungen auf das optimale Verhalten eines Investors auseinander, welcher versucht, den erwarteten Endnutzen zu einem festgelegten Zeitpunkt zu maximieren. Dazu kann er ein vorgegebenes Anfangsvermögen in einem Markt...
Persistent link: https://www.econbiz.de/10009462193
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Evaluasi Kinerja Lingkungan Stokastik Menggunakan Data Envelopment Analisys
Harahap, Rofiief - 2011
meanvariance framework derived from the theory of stochastic dominance. From that framework an extension to the traditional model …
Persistent link: https://www.econbiz.de/10009464182
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Three essays on stock market seasonality
Choi, Hyung-Suk - 2008
Three Essays on Stock Market SeasonalityHyung-Suk Choi136 pagesDirected by Dr. Cheol S. EunIn chapter 1, we examine seasonality in returns to style portfolios, which serve as important benchmarks for asset allocation, and investigate its implications for investment. In doing so, we consider...
Persistent link: https://www.econbiz.de/10009475790
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METHODOLOGICAL PROVISION OF INVESTMENT MECHANISM MANAGEMENT IN THE REPUBLIC OF MOLDOVA
Gherman, Ecaterina - 2017
The understanding that investments are one of the key factors in the process of reproduction and are also one of the most unstable components of the aggregate demand stipulates the need for effective management of the investment process on the macro as well as micro levels. Investment process...
Persistent link: https://www.econbiz.de/10011716441
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CAN FINANCIAL LITERACY DRIVE ACTIVE INVESTMENT STRATEGY? EVIDENCE FROM UNDERDEVELOPED CAPITAL MARKET
Okicic, Jasmina - 2020
The main goal of this paper is to determine the empirically analyse the relationship between financial literacy and investment strategy of individual investors from the underdeveloped capital market of Bosnia and Herzegovina. The OECD INFE Core Questionnaire (2011) was mainly used for measuring...
Persistent link: https://www.econbiz.de/10012230981
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CAN FINANCIAL LITERACY DRIVE ACTIVE INVESTMENT STRATEGY? EVIDENCE FROM UNDERDEVELOPED CAPITAL MARKET
Okicic, Jasmina - 2020
The main goal of this paper is to determine the empirically analyse the relationship between financial literacy and investment strategy of individual investors from the underdeveloped capital market of Bosnia and Herzegovina. The OECD INFE Core Questionnaire (2011) was mainly used for measuring...
Persistent link: https://www.econbiz.de/10015335895
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METHODOLOGICAL PROVISION OF INVESTMENT MECHANISM MANAGEMENT IN THE REPUBLIC OF MOLDOVA
Gherman, Ecaterina - 2017
The understanding that investments are one of the key factors in the process of reproduction and are also one of the most unstable components of the aggregate demand stipulates the need for effective management of the investment process on the macro as well as micro levels. Investment process...
Persistent link: https://www.econbiz.de/10015336441
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Der Indexeffekt am deutschen Kapitalmarkt und dessen Ursachen - eine theoretische und empirische Analyse unter besonderer Berücksichtigung des Einflusses fremdverwalteter Wertpapierportfolios -
Deininger, Claus - 2005
-indices DAX, MDAX and HDAX. Usually financial theory suggests that the fact of an index replacement contains no new valuation …-agent-analysis is discussed, but also a survey among German mutual fund managers is conducted to detect their trading-habits in index …
Persistent link: https://www.econbiz.de/10009433690