背信 发表于 2025-3-27 00:03:59

A Robust Optimization Approach to Pension Fund Management, in the news in the past few years because some firms face the prospect of bankruptcy over severely underfunded pension plans. Consequently there is a need to develop models that account for uncertainty in future market conditions and plan accordingly.

很是迷惑 发表于 2025-3-27 02:29:33

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Mettle 发表于 2025-3-27 07:43:35

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Benign 发表于 2025-3-27 09:40:49

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Lasting 发表于 2025-3-27 14:16:20

Extension Services for Rural Development,mes defined as differences between portfolio returns and the benchmark portfolio returns. TE is simple and easy to calculate as well as a powerful tool in structuring and managing index funds. Two common sources of tracking errors come from the attempts to outperform the benchmark and the passive po

ARC 发表于 2025-3-27 21:07:54

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编辑才信任 发表于 2025-3-27 23:15:50

John A. Kershaw Jr,Ting-Ru Yang,Yung-Han Hsuvestors such as pension funds and endowment funds. Not surprisingly hedge funds have also received increasing attention from the academic community. Non-linear factor models and option strategies have been used in the literature to explain hedge fund returns (see Fung and Hsieh, 2001; Agarwal and Na

airborne 发表于 2025-3-28 03:10:44

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领导权 发表于 2025-3-28 06:43:49

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微粒 发表于 2025-3-28 14:30:32

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查看完整版本: Titlebook: Asset Management; Portfolio Constructi Stephen Satchell (Professor) Book 2016 The Editor 2016 Portfolio construction.Black-Litterman model.