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1	Branchenstrategien in der integrierten Asset-Allocation / Niebuhr, Philippe. January 2001 (has links) (PDF) Diss. Wirtsch.-wiss. St. Gallen, 2000 ; Nr. 2464. / Literaturverz.
2	An Explanation of "Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification" Taylor, Fred C 01 January 2016 (has links) This paper explains the mathematics behind the model for portfolio selection presented by Boyle et al. in their 2012 paper, Keynes Meet Markowitz: The Trade-Off Between Familiarity and Diversification. First, I unpack the theoretical background of portfolio selection, as developed by Harry Markowitz and William Sharpe. Second, I explain the model proposed by Boyle et al. and also connect their work to their theoretical forefathers. Lastly, I replicate some of the results of their paper and comment on the significance of their model. Explanation Markowitz Portfolio Selection
3	Robuste Asset-Allocation / Brinkmann, Ulf. January 2007 (has links) Zugl.: Bremen, Universiẗat, Diss., 2007.
4	Portfolio selection via replicator dynamics and projections of indefinite estimated covariances Bomze, Immanuel January 2000 (has links) (PDF) Replicator dynamics are an increasingly popular device for obtaining (local) solutions of considerably high quality to so-called standard quadratic optimization problems, which consist of finding maxima of (possibly indefinite) quadratic forms over the standard simplex. In the simplest version of portfolio selection, the quadratic form is theoretically negative-semidefinite, so that any local solution automatically is a global one. However, if it comes to more realistic set-ups, then (i) no market portfolio is available, so that one ends up with an indefinite theoretical problem, (ii) estimated covariance matrices modelling risk may be indefinite also. This paper deals with both problems in a different way: (i) will be solved via escape steps to avoid low-quality local solutions while (ii) is dealt with by several projection strategies which convert the indefinite estimated covariance matrix into a positive-semidefinite one. (author's abstract) / Series: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
5	Integrierte Vermögensverwaltung für Unternehmenseigentümer / Niess, Andreas. January 1995 (has links) Hochsch. für Wirtschafts-, Rechts- und Sozialwiss., Diss.--St. Gallen, 1994.
6	Investmentphilosophien und -stile im Portfoliomanagement Aktienanlagestrategien heute: value versus growth, aktiv versus passiv Pevny, Sabina January 2004 (has links) Zugl.: Köln, Fachhochsch., Diplomarbeit, 2004 u.d.T.: Pevny, Sabina: Analyse verschiedener Investmentphilosophien und -stile im Portfoliomanagement
7	Bond portfolio optimization Puhle, Michael January 2007 (has links) Zugl.: Passau, Univ., Diss., 2007 Staatsanleihe Portfolio Selection
8	Einflussfaktoren auf die strategische Asset Allocation Schweizer Pensionskassen Skaanes, Stephan January 1900 (has links) Zugl.: Zürich, Univ., Diss., 2005
9	Core-Satellite Portfoliomanagement : Theorie und empirische Analyse / Lang, Sebastian. January 2009 (has links) Zugl.: Sankt Gallen, Universiẗat, Diss.
10	Strategische Asset Allocation : eine Untersuchung aus Sicht eines Schweizer Investors / Seiler, Daniel Noel Patrick. January 2004 (has links) Thesis (doctoral)--Universität St. Gallen, 2004.

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