✦ LIBER ✦

A behavioral model for asset allocation

✍ Scribed by Niklas Siebenmorgen; McKinsey & Company; Martin Weber

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A multivariate model of strategic asset

✍ John Y. Campbell; Yeung Lewis Chan; Luis M. Viceira 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 338 KB

Simulation-based parametric optimization

✍ Jeff Adachi; Aparna Gupta 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 313 KB

Optimal Multiperiod Asset Allocation: Ma

✍ Hong-Chih Huang 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 399 KB

A parametric analysis of a nonlinear ass

✍ Antoine Gautier; Frieda Granot 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 417 KB

Multi-period stochastic optimization mod

✍ Norio Hibiki 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 657 KB

CVaR models with selective hedging for i

✍ Nikolas Topaloglou; Hercules Vladimirou; Stavros A. Zenios 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 937 KB