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Portfolio optimization
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#	Item
21	Traditional Optimization Is Not Optimal for Leverage-Averse Investors BRUCE I. JACOBS AND KENNETH N. LEVY BRUCE I. JACOBS Add to Reading List Source URL: www.jlem.com Language: English - Date: 2014-03-27 12:08:15 Finance Money Economy Mathematical finance Financial risk Financial economics Expected utility Financial ratios Portfolio optimization Hyperbolic absolute risk aversion Leverage Two-moment decision model
22	TIAA-CREF Asset Management TIAA-CREF Lifestyle Funds A disciplined approach to asset allocation funds Lifestyle Funds offer investors extensive Add to Reading List Source URL: www.tiaa.org Language: English - Date: 2016-02-20 22:09:48 Investment Financial services Funds Institutional investors Financial risk TIAA Asset allocation Active management Investment fund Diversification Mutual fund Portfolio optimization
23	Asset Demand and Ambiguity Aversion Chiaki Hara and Toshiki Honda Kyoto University and Hitotsubashi University Swiss-Kyoto Symposium November 21, 2013 Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2013-11-25 09:42:35 Decision theory Financial risk Actuarial science Mathematical finance Financial economics Ambiguity aversion Hyperbolic absolute risk aversion Mutual fund separation theorem Risk aversion Portfolio optimization Kyoto Hitotsubashi University
24	Hysteresis bands on returns, holding period and transaction costs F. Delgadoy- B. Dumasz- G.W. Puopolox Abstract In the presence of transactions costs, no matter how small, arbitrage activity does not necessarily render Add to Reading List Source URL: faculty.insead.edu Language: English - Date: 2014-10-27 09:41:43 Mathematical finance Financial economics Financial markets Portfolio optimization Arbitrage Capital asset pricing model Futures contract Forward contract Rebalancing investments Financial risk Valuation Arbitrage pricing theory
25	ExcEEding valuE VALUE IS WHAT YOU GET Warren Buffet said, “Price is what you pay. Value is what you get.” The project budget, schedule, and specifications constitute the project’s price. In other words, price compr Add to Reading List Source URL: www.standishgroup.com Language: English - Date: 2014-08-25 14:46:24 Management Financial economics Mathematical finance Marketing Portfolio optimization Project management Value Project portfolio management
26	Portfolio Optimization under Nonlinear Utility Gregor Heyne1,1 , Michael Kuppera,2 , Ludovic Tangpia,3,∗ March 28, 2016 A BSTRACT This paper studies the utility maximization problem of an agent with non-trivial endowme Add to Reading List Source URL: www.mat.univie.ac.at Language: English - Date: 2016-04-06 09:09:10 Local martingale Martingale theory Connection Differential geometry Symbol Affine connection
27	Leverage Aversion, Efficient Frontiers, and the Efficient Region BRUCE I. JACOBS AND KENNETH N. LEVY BRUCE I. JACOBS Add to Reading List Source URL: www.jlem.com Language: English - Date: 2013-05-10 14:02:44 Mathematical finance Financial risk Investment Financial economics Financial ratios Modern portfolio theory Portfolio optimization Leverage Beta Diversification Hyperbolic absolute risk aversion Volatility
28	Kursinhalt Final examination CIWM d Add to Reading List Source URL: www.azek.ch Language: English - Date: 2009-10-12 08:11:48 Financial economics Financial services Investment Banking Finance Asset allocation Wealth Asset liability management Corporate finance Portfolio optimization Valuation
29	Risk and performance optimization for portfolios of bonds and stocks Tom Fischer Darmstadt University of Technology∗ Armin Roehrl Approximity GmbH† Add to Reading List Source URL: www.statistik-mathematik.uni-wuerzburg.de Language: English - Date: 2016-01-19 07:11:42 Mathematical finance Financial risk Actuarial science Expected shortfall Risk measure Portfolio optimization Coherent risk measure Mathematical optimization Value at risk
30	Optimization of performance measures based on Expected Shortfall Tom Fischer, Heriot-Watt University, Edinburgh∗ Armin Roehrl, Approximity GmbH† July 01, 2005 Add to Reading List Source URL: www.statistik-mathematik.uni-wuerzburg.de Language: English - Date: 2016-01-19 08:15:50 Mathematical finance Financial risk Actuarial science Expected shortfall Risk measure Portfolio optimization Value at risk Mathematical optimization