Academic literature on the topic 'Asset Allokation'
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Journal articles on the topic "Asset Allokation"
Gerstadt, Alexander, and Christian Hoeg. "Asset-Allokation als innovatives Konzept." Bankmagazin 54, no. 10 (October 2005): 38–40. http://dx.doi.org/10.1007/bf03230610.
Full textGlas, Tobias N., and Thorsten Poddig. "Kryptowährungen in der Asset-Allokation: Eine empirische Untersuchung auf Basis eines beispielhaften deutschen Multi-Asset-Portfolios." Vierteljahrshefte zur Wirtschaftsforschung 87, no. 3 (September 1, 2018): 107–28. http://dx.doi.org/10.3790/vjh.87.3.107.
Full textDissertations / Theses on the topic "Asset Allokation"
Schneider, Patrick. "Asset Allokation - Kunst als Anlageklasse? /." Bern ; Stuttgart Wien : Haupt, 2005. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=014909051&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.
Full textPruss, Vera. "Asset-Allokation von Privatinvestoren unter Berücksichtigung von Steuern /." Lohmar ; Köln : Eul, 2007. http://deposit.d-nb.de/cgi-bin/dokserv?id=3016267&prov=M&dok_var=1&dok_ext=htm.
Full textZiegler, Pascal. "Voraussagbarkeit von Asset Returns Eine empirische Analyse, ökonomische Signifikanz und Implikationen auf die Wahl des Portfolios /." St. Gallen, 2004. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/00639922001/$FILE/00639922001.pdf.
Full textBauer, Sebastian. "Private Equity in der Portfolioallokation institutioneller Investoren Investmentstrategien, Performancemessung und Einbau in die Asset Allokation." Berlin Weissensee-Verl, 2010. http://d-nb.info/999546945/04.
Full textČumova, Denisa. "Asset Allocation Based on Shortfall Risk." Doctoral thesis, Universitätsbibliothek Chemnitz, 2005. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200500848.
Full textThis thesis presents an innovative portfolio model appropriate for a large group of investors which are not content with the asset allocation with the traditional, mean return-variance based portfolio model above all in term of its rather specific definition of the risk and value decision parameters, risk diversification, related utility function and its restrictions imposed on the asset universe. Its modifiable risk measure – shortfall risk – expresses variable risk preferences below the return benchmark. The upside return deviations from the benchmark are not minimized as in case of the mean return-variance portfolio model or considered risk neutral as in the mean return-shortfall risk portfolio model, but employs variable degrees of the chance potential (upper partial moments) in order to provide investors with broader range of utility choices and so reflect arbitrary preferences. The elimination of the assumption of normally distributed returns in the chance potential-shortfall risk model allows correct allocation of assets with non-normally distributed returns as e.g. financial derivatives, equities, real estates, fixed return assets, commodities where the mean-variance portfolio model tends to inferior asset allocation decisions. The computational issues of the optimization algorithm developed for the mean-variance, mean-shortfall risk and chance potential-shortfall risk portfolio selection are described to ease their practical application. Additionally, the application of the chance potential-shortfall risk model is shown on the asset universe containing stocks, covered calls and protective puts
Dennin, Torsten. "Besicherte Rohstoffterminkontrakte im Asset Management die Möglichkeiten einer dynamischen vs. statischen Allokation auf der Grundlage von Mean Reversion Preiseigenschaften." Lohmar Köln Eul, 2008. http://d-nb.info/993204643/04.
Full textWinhart, Stephanie. "Der Einfluss des Zeithorizonts auf die Asset Allocation in Abhängigkeit des Investment Opportunity Set und der individuellen Risikoaversion /." Bern [u.a.] : Haupt, 1999. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=008762195&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.
Full textHerbst, Manuel [Verfasser], Christoph J. [Akademischer Betreuer] Börner, and Albrecht [Akademischer Betreuer] Michler. "Portfoliooptimierung Strategischer-Asset-Allokationen bei Sachversicherungen / Manuel Herbst. Gutachter: Christoph J. Börner ; Albrecht Michler." Düsseldorf : Universitäts- und Landesbibliothek der Heinrich-Heine-Universität Düsseldorf, 2015. http://d-nb.info/1067553355/34.
Full textBrinkmann, Felix Holger. "Asset Allokationsentscheidungen auf Basis höherer Momente und impliziter Informationen." Doctoral thesis, 2014. http://hdl.handle.net/11858/00-1735-0000-0022-5E34-C.
Full textČumova, Denisa. "Asset Allocation Based on Shortfall Risk." Doctoral thesis, 2004. https://monarch.qucosa.de/id/qucosa%3A17284.
Full textThis thesis presents an innovative portfolio model appropriate for a large group of investors which are not content with the asset allocation with the traditional, mean return-variance based portfolio model above all in term of its rather specific definition of the risk and value decision parameters, risk diversification, related utility function and its restrictions imposed on the asset universe. Its modifiable risk measure ─ shortfall risk ─ expresses variable risk preferences below the return benchmark. The upside return deviations from the benchmark are not minimized as in case of the mean return-variance portfolio model or considered risk neutral as in the mean return-shortfall risk portfolio model, but employs variable degrees of the chance potential (upper partial moments) in order to provide investors with broader range of utility choices and so reflect arbitrary preferences. The elimination of the assumption of normally distributed returns in the chance potential-shortfall risk model allows correct allocation of assets with non-normally distributed returns as e.g. financial derivatives, equities, real estates, fixed return assets, commodities where the mean-variance portfolio model tends to inferior asset allocation decisions. The computational issues of the optimization algorithm developed for the mean-variance, mean-shortfall risk and chance potential-shortfall risk portfolio selection are described to ease their practical application. Additionally, the application of the chance potential-shortfall risk model is shown on the asset universe containing stocks, covered calls and protective puts.
Book chapters on the topic "Asset Allokation"
Becker, Philipp, and Alexander Bönner. "Robuste strategische Asset-Allokation mittels Szenarioplanung." In Banking & Innovation 2015, 229–35. Wiesbaden: Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-06746-5_32.
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