Sustainable Asset Accumulation and Dynamic Portfolio Decisions

• Κύριοι συγγραφείς: Chiarella, Carl (Συγγραφέας), Semmler, Willi (Συγγραφέας), Hsiao, Chih-Ying (Συγγραφέας), Mateane, Lebogang (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2016.
• Σειρά: Dynamic Modeling and Econometrics in Economics and Finance, 18
• Θέματα: Operations research.; Decision making.; Economics, Mathematical.; Economic theory.; Macroeconomics.; Economics.; Macroeconomics/Monetary Economics//Financial Economics.; Personal Finance/Wealth Management/Pension Planning.; Quantitative Finance.; Economic Theory/Quantitative Economics/Mathematical Methods.; Operation Research/Decision Theory.

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...

Πίνακας περιεχομένων:

• Introduction
• Forecasting and Low Frequency Movements of Asset Returns
• Portfolio Modeling with Sustainability Constraints
• Dynamic Saving and Portfolio Decisions-Theory
• Asset Accumulation with Estimated Low Frequency Movements Asset Returns
• Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income
• Continuous and Discrete Time Modeling
• Asset Accumulation and Portfolio Decisions under Inflation Risk
• Concluding Remarks.