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Titlebook: Sustainable Asset Accumulation and Dynamic Portfolio Decisions; Carl Chiarella,Willi Semmler,Lebogang Mateane Book 2016 Springer-Verlag Be

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发表于 2025-3-21 17:18:51 | 显示全部楼层 |阅读模式
书目名称Sustainable Asset Accumulation and Dynamic Portfolio Decisions
编辑Carl Chiarella,Willi Semmler,Lebogang Mateane
视频video
概述Shows how dynamic decision making and re-balancing of portfolios optimize asset management and sustainable wealth formation.Proposes a broader set of constraints and guidelines that can help to achiev
丛书名称Dynamic Modeling and Econometrics in Economics and Finance
图书封面Titlebook: Sustainable Asset Accumulation and Dynamic Portfolio Decisions;  Carl Chiarella,Willi Semmler,Lebogang Mateane Book 2016 Springer-Verlag Be
描述.This book examines sustainable wealth formation and dynamic decision-making. The global economy experienced a veritable meltdown of asset markets in the years 2007-9, where many funds were overexposed to risky returns and suffered considerable losses.  On the other hand, the long-term upswing in the stock market since 2010 has led to asset price booms and some new, but also uneven, wealth formation. .In this book a broader set of constraints and guidelines for asset management and wealth accumulation is developed. The authors investigate how wealth formation and the proper management of financial funds can help to adequately buffer income risk and obtain sufficient risk-free income at a later stage of life, while also being socially and environmentally sustainable..The book explores behavioral and institutional rules for decision-making that reflect such constraints and guidelines, without necessarily being optimal in the narrow sense. The authors explain the need for such a dynamic decision-making and dynamic re-balancing of portfolios, by putting forward dynamic programming as an approach to dynamic decision-making that can allow sustainable wealth accumulation and dynamic asset
出版日期Book 2016
关键词Asset management; Asset accumulation; Wealth accumulation; Sustainable wealth accumulation; Portfolio de
版次1
doihttps://doi.org/10.1007/978-3-662-49229-1
isbn_softcover978-3-662-56992-4
isbn_ebook978-3-662-49229-1Series ISSN 1566-0419 Series E-ISSN 2363-8370
issn_series 1566-0419
copyrightSpringer-Verlag Berlin Heidelberg 2016
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发表于 2025-3-21 22:08:30 | 显示全部楼层
Asset Accumulation with Estimated Low Frequency Movements of Asset Returns,ppears to be quite suitable for the purpose of such decisions. In this chapter harmonic estimations are used to estimate low frequency movements of time series data on asset returns. We employ U.S. data sets and undertake a harmonic fitting of the actual time series data.
发表于 2025-3-22 02:05:16 | 显示全部楼层
Book 2016the years 2007-9, where many funds were overexposed to risky returns and suffered considerable losses.  On the other hand, the long-term upswing in the stock market since 2010 has led to asset price booms and some new, but also uneven, wealth formation. .In this book a broader set of constraints and
发表于 2025-3-22 07:49:36 | 显示全部楼层
1566-0419 er set of constraints and guidelines that can help to achiev.This book examines sustainable wealth formation and dynamic decision-making. The global economy experienced a veritable meltdown of asset markets in the years 2007-9, where many funds were overexposed to risky returns and suffered consider
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发表于 2025-3-22 17:14:49 | 显示全部楼层
Forecasting and Low Frequency Movements of Asset Returns,, usually focus on low frequency movements in asset returns and how they are expected to behave in the future. Thus, the prevailing consensus in the context of portfolio theory, is of the view that the estimates of the mean, variance and covariance should be forward looking rather than purely histor
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Asset Accumulation with Estimated Low Frequency Movements of Asset Returns,ential for saving and asset allocation decisions. As also shown in Chap. 4 the use of time varying asset returns, following low frequency movements, appears to be quite suitable for the purpose of such decisions. In this chapter harmonic estimations are used to estimate low frequency movements of ti
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