Auswahl der wissenschaftlichen Literatur zum Thema „Portfolio management Australia Econometric models“
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Zeitschriftenartikel zum Thema "Portfolio management Australia Econometric models":
Yong, Jaime, und Anh Khoi Pham. „The long-term linkages between direct and indirect property in Australia“. Journal of Property Investment & Finance 33, Nr. 4 (06.07.2015): 374–92. http://dx.doi.org/10.1108/jpif-01-2015-0005.
Reddy, Wejendra. „Evaluation of Australian industry superannuation fund performance; asset allocation to property“. Journal of Property Investment & Finance 34, Nr. 4 (04.07.2016): 301–20. http://dx.doi.org/10.1108/jpif-12-2015-0084.
Shah, Rohan, und Phani R. Jammalamadaka. „Optimal Portfolio Strategy for Risk Management in Toll Road Forecasts and Investments“. Transportation Research Record: Journal of the Transportation Research Board 2670, Nr. 1 (Januar 2017): 83–94. http://dx.doi.org/10.3141/2670-11.
Brdyś, Mietek A., Marcin T. Brdyś und Sebastian M. Maciejewski. „Adaptive predictions of the euro/złoty currency exchange rate using state space wavelet networks and forecast combinations“. International Journal of Applied Mathematics and Computer Science 26, Nr. 1 (01.03.2016): 161–73. http://dx.doi.org/10.1515/amcs-2016-0011.
Ogorelkova, Natalya Vladimirovna, und Irina Mikhaylovna Reutova. „FACTORS OF THE EFFICIENCY OF MANAGING PORTFOLIO PENSION RESERVES OF NON-STATE PENSION FUNDS“. Scientific Bulletin: finance, banking, investment., Nr. 3 (52) (2021): 22–30. http://dx.doi.org/10.37279/2312-5330-2020-3-22-30.
Kucukkocaoglu, Guray, und M. Ayhan Altintas. „Using non-performing loan ratios as default rates in the estimation of credit losses and macroeconomic credit risk stress testing: A case from Turkey“. Risk Governance and Control: Financial Markets and Institutions 6, Nr. 1 (2016): 52–63. http://dx.doi.org/10.22495/rgcv6i1art6.
Zagaglia, Paolo. „International diversification for portfolios of European fixed-income mutual funds“. Managerial Finance 43, Nr. 2 (13.02.2017): 242–62. http://dx.doi.org/10.1108/mf-01-2015-0026.
Jacobs Jr., Michael. „Supervisory requirements and expectations for portfolio level counterparty credit risk measurement and management“. Journal of Financial Regulation and Compliance 22, Nr. 3 (08.07.2014): 252–70. http://dx.doi.org/10.1108/jfrc-10-2013-0034.
Shirur, Srinivas. „Are Managers Measuring the Financial Risk in the Right Manner? An Exploratory Study“. Vikalpa: The Journal for Decision Makers 38, Nr. 2 (April 2013): 81–94. http://dx.doi.org/10.1177/0256090920130205.
Duppati, Geeta, und Mengying Zhu. „Oil prices changes and volatility in sector stock returns: Evidence from Australia, New Zealand, China, Germany and Norway“. Corporate Ownership and Control 13, Nr. 2 (2016): 351–70. http://dx.doi.org/10.22495/cocv13i2clp4.
Dissertationen zum Thema "Portfolio management Australia Econometric models":
Eadie, Edward Norman. „Small resource stock share price behaviour and prediction“. Title page, contents and abstract only, 2002. http://web4.library.adelaide.edu.au/theses/09CM/09cme11.pdf.
Limkriangkrai, Manapon. „An empirical investigation of asset-pricing models in Australia“. University of Western Australia. Faculty of Business, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0197.
Milunovich, George Economics Australian School of Business UNSW. „Modelling and valuing multivariate interdependencies in financial time series“. Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/25162.
Chen, Hongqing. „An Empirical Study on the Jump-diffusion Two-beta Asset Pricing Model“. PDXScholar, 1996. https://pdxscholar.library.pdx.edu/open_access_etds/1325.
Hakim, Abdul. „Modelling the interactions across international stock, bond and foreign exchange markets“. UWA Business School, 2009. http://theses.library.uwa.edu.au/adt-WU2009.0202.
„Multi-period optimal portfolio selection with limited rebalancing opportunities“. 2011. http://library.cuhk.edu.hk/record=b5894622.
Thesis (M.Phil.)--Chinese University of Hong Kong, 2011.
Includes bibliographical references (p. 72-74).
Abstracts in English and Chinese.
Chapter 1 --- Literature Review and Model Description --- p.1
Chapter 1.1 --- Portfolio theory under mean-variance framework --- p.2
Chapter 1.2 --- Portfolio theory under utility-maximizing framework --- p.5
Chapter 1.3 --- Model Description --- p.11
Chapter 2 --- Parameterized optimal rebalancing strategy --- p.14
Chapter 2.1 --- An open-loop policy of the T-horizon model --- p.16
Chapter 2.2 --- A closed-loop policy of the T-horizon model --- p.24
Chapter 2.3 --- Illustrative numerical example --- p.36
Chapter 3 --- Non-parameterized optimal rebalancing model --- p.46
Chapter 3.1 --- T=2 period problem --- p.47
Chapter 3.2 --- T=3 period problem --- p.55
Chapter 4 --- s-S type policy --- p.59
Chapter 4.1 --- Exponential K-convex function --- p.60
Chapter 4.2 --- Revised multiperiod portfolio selection model --- p.62
Chapter 5 --- Conclusion and summary of work --- p.70
Bibliography --- p.71
„Exploit market abnormal return using data mining with application to optimal portfolio selection“. 2004. http://library.cuhk.edu.hk/record=b5892005.
Thesis (M.Phil.)--Chinese University of Hong Kong, 2004.
Includes bibliographical references (leaves 69-70).
Abstracts in English and Chinese.
Abstract --- p.iv
Chapter 1 --- Introduction --- p.1
Chapter 2 --- Data --- p.8
Chapter 3 --- Methodology --- p.23
Chapter 4 --- Results --- p.45
Chapter 5 --- Conclusion and Further Development --- p.59
Appendix --- p.63
Reference --- p.69
Bücher zum Thema "Portfolio management Australia Econometric models":
Alexander, Gordon J. Portfolio analysis. 3. Aufl. Englewood Cliffs, N.J: Prentice-Hall, 1986.
Brandt, Michael W. Dynamic portfolio selection by augmenting the asset space. Cambridge, MA: National Bureau of Economic Research, 2004.
Mohan, S. R. Portfolio selection for management of foreign exchange reserves. Mumbai: Dept. of Economic Analysis and Policy, Reserve Bank of India, 1993.
Jurek, Jakub W. Optimal value and growth tilts in long-horizon portfolios. Cambridge, Mass: National Bureau of Economic Research, 2006.
Mohan, S. R. Portfolio selection for management of foreign exchange reserves. Mumbai: Dept. of Economic Analysis and Policy, Reserve Bank of India, 1993.
Mohan, S. R. Portfolio selection for management of foreign exchange reserves. Mumbai: Dept. of Economic Analysis and Policy, Reserve Bank of India, 1993.
Reichenstein, William R. Time diversification revisited. [Charlottesville, Va.]: Research Foundation of the Institute of Chartered Financial Analysts, 1995.
Liu, Jun. Dynamic asset allocation with event risk. Cambridge, MA: National Bureau of Economic Research, 2002.
Buckle, M. J. Personal sector expenditure and portfolio decisions: An integrated model. Aldershot, Hants, England: Avebury, 1991.
Satchell, Stephen E. A demystification of the Black-Littermann model: Managing quantitative and traditional portfolio construction. Cambridge: Judge Institute of Management Studies, University of Cambridge, 1997.
Buchteile zum Thema "Portfolio management Australia Econometric models":
„Econometric Models“. In Active Credit Portfolio Management in Practice, 182–253. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266830.ch4.
Konferenzberichte zum Thema "Portfolio management Australia Econometric models":
Dobrina, Maria V., Yana A. Yurova und Galina V. Shurshikova. „Econometric Models with Discrete Dependent Variable in Portfolio Analysis“. In Proceedings of the 2nd International Conference on Economy, Management and Entrepreneurship (ICOEME 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/icoeme-19.2019.18.