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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Showing 131 to 140 of 225 (0.024 seconds)

Spelling suggestions: "subject:"[een] PORTFOLIO SELECTION"" "subject:"[enn] PORTFOLIO SELECTION""

131

Performancemessung bei Zinsänderungen : Konzepte für Rentenportefeuilles /

Darijtschuk, Niklas. January 2001 (has links)
Handelshochsch., Diss.--Leipzig, 2000.
132

Ex-Post Analyse von Anlageempfehlungen /

Elsenhuber, Ulrike Barbara. January 2003 (has links) (PDF)
Univ., Diss.--Linz, 2003.
133

Portfolio selection in continuous time : analytical and numerical methods /

Filitti, Constantin Alexandru. January 2004 (has links)
University, Diss.--St. Gallen, 2003.
134

Performance und Bewertung von Immobilienportfolios /

Eckmann Urbanski, Carmen. January 2005 (has links) (PDF)
Diss. Wirtsch.-wiss. St. Gallen, 2005 ; Nr. 2977. / Literaturverz.
135

Einsatz des Conditional Value-at-Risk in der Entscheidung unter Risiko : Anwendungen in der Portfolioabsicherung /

Koller, Jérôme. January 2005 (has links) (PDF)
Diss. Univ. St. Gallen, 2005.
136

Das capital asset pricing model und die Markteffizienzhypothese unter besonderer Berücksichtigung der empirisch beobachteten "Anomalien" in den amerikanischen und anderen internationalen Aktienmärkten /

Hotz, Pirmin. January 1989 (has links) (PDF)
Diss. Wirtschaftswiss. St. Gallen, 1988 ; Nr. 1088. / Bibliogr.: p. 309-332.
137

Zur Erweiterung des CAPM nach Fama und French Eine Untersuchung für den schweizerischen Aktienmarkt /

Scheurle, Patrick. January 2007 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2007.
138

Asset allocation based on asymmetric risk measures : a multi-criteria approach. /

Kuehne, Daniel. January 2006 (has links)
Thesis (doctoral)--Universität St. Gallen, 2006.
139

Diversifikation versus Spezialisierung von Kreditportfolios : eine empirische Analyse /

Kamp, Andreas. January 2006 (has links)
Universiẗat, Diss., 2005/2006--Münster.
140

Robustní metody v teorii portfolia / Robust methods in portfolio theory

Petrušová, Lucia January 2016 (has links)
01 Abstract: This thesis is concerned with the robust methods in portfolio theory. Different risk measures used in portfolio management are introduced and the corresponding robust portfolio optimization problems are formulated. The analytical solutions of the robust portfolio optimization problem with the lower partial moments (LPM), value-at-risk (VaR) or conditional value-at-risk (CVaR), as a risk measure, are presented. The application of the worst-case conditional value-at-risk (WCVaR) to robust portfolio management is proposed. This thesis considers WCVaR in the situation where only partial information on the underlying probability distribution is available. The minimization of WCVaR under mixture distribution uncertainty, box uncertainty, and ellipsoidal uncertainty are investigated. Several numerical examples based on real market data are presented to illustrate the proposed approaches and advantage of the robust formulation over the corresponding nominal approach.

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