Zaloguj się

Gotowe bibliografie tematyczne / Asset Allocation

Spis treści

Artykuły w czasopismach
Rozprawy doktorskie
Książki
Części książek
Streszczenia konferencji
Raporty organizacyjne

Gotowa bibliografia na temat „Asset Allocation”

Autor: Grafiati

Data publikacji: 4 czerwca 2021

Data aktualizacji: 1 sierpnia 2024

Utwórz poprawne odniesienie w stylach APA, MLA, Chicago, Harvard i wielu innych

Wybierz rodzaj źródła:

Zobacz listy aktualnych artykułów, książek, rozpraw, streszczeń i innych źródeł naukowych na temat „Asset Allocation”.

Przycisk „Dodaj do bibliografii” jest dostępny obok każdej pracy w bibliografii. Użyj go – a my automatycznie utworzymy odniesienie bibliograficzne do wybranej pracy w stylu cytowania, którego potrzebujesz: APA, MLA, Harvard, Chicago, Vancouver itp.

Możesz również pobrać pełny tekst publikacji naukowej w formacie „.pdf” i przeczytać adnotację do pracy online, jeśli odpowiednie parametry są dostępne w metadanych.

Artykuły w czasopismach na temat "Asset Allocation"

1

Phan, Hieu V., i Shantaram P. Hegde. "Corporate Governance and Risk Taking in Pension Plans: Evidence from Defined Benefit Asset Allocations". Journal of Financial and Quantitative Analysis 48, nr 3 (3.05.2013): 919–46. http://dx.doi.org/10.1017/s0022109013000227.

Pełny tekst źródła

Streszczenie:

AbstractBased on theoretical advice and empirical evidence suggesting that risk taking in asset allocation enhances pension returns, we evaluate empirically whether good corporate governance leads to a larger allocation of pension assets to risky securities as compared to safe investments. Our findings suggest that firms with good external and internal corporate governance take more risk by investing heavily in equities and allocating a smaller share of the plan assets to cash, government debt, and insurance company accounts. The main underlying mechanisms appear to be higher investment returns and better pension funding status associated with higher equity and lower safe asset allocations.

Style APA, Harvard, Vancouver, ISO itp.

2

Heroux, Marcel. "Asset Allocation with Shadow Assets". CFA Digest 43, nr 1 (luty 2013): 87–88. http://dx.doi.org/10.2469/dig.v43.n1.33.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

3

Scherer, Bernd. "Asset Allocation with Shadow Assets". Journal of Wealth Management 15, nr 3 (31.10.2012): 30–35. http://dx.doi.org/10.3905/jwm.2012.15.3.030.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

4

Idzorek, Thomas M., i Maciej Kowara. "Factor-Based Asset Allocation vs. Asset-Class-Based Asset Allocation". Financial Analysts Journal 69, nr 3 (maj 2013): 19–29. http://dx.doi.org/10.2469/faj.v69.n3.7.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

5

Cao, Dan, i Jérôme Teïletche. "Reconsidering asset allocation involving illiquid assets". Journal of Asset Management 8, nr 4 (15.10.2007): 267–82. http://dx.doi.org/10.1057/palgrave.jam.2250077.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

6

Sharpe, William F. "Asset allocation". Journal of Portfolio Management 18, nr 2 (31.01.1992): 7–19. http://dx.doi.org/10.3905/jpm.1992.409394.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

7

Jones, Charles P., i Jack W. Wilson. "Asset Allocation". Journal of Wealth Management 6, nr 3 (31.10.2003): 26–34. http://dx.doi.org/10.3905/jwm.2003.320487.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

8

Hin/David Ho, Kim, Seow Eng Ong i Tien Foo Sing. "Asset allocation". Journal of Property Investment & Finance 24, nr 4 (lipiec 2006): 324–42. http://dx.doi.org/10.1108/14635780610674516.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

9

Wachter, Jessica A. "Asset Allocation". Annual Review of Financial Economics 2, nr 1 (grudzień 2010): 175–206. http://dx.doi.org/10.1146/annurev-financial-073009-104026.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

10

Black, Fischer, i Robert B. Litterman. "Asset Allocation". Journal of Fixed Income 1, nr 2 (30.09.1991): 7–18. http://dx.doi.org/10.3905/jfi.1991.408013.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Więcej źródeł

Rozprawy doktorskie na temat "Asset Allocation"

1

Ibrahim, Boulis Maher Boulis. "Asset allocation". Thesis, University of Strathclyde, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.287041.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

2

Brinkmann, Ulf. "Robuste Asset-Allocation /". Bad Soden/Ts. : Uhlenbruch, 2007. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=016280816&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

3

Flavin, Thomas J. "Tactical asset allocation". Thesis, University of York, 1999. http://etheses.whiterose.ac.uk/2493/.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

4

Hoevenaars, Roy Peter Maria Mathieu. "Strategic asset allocation & asset liability management". [Maastricht] : Maastricht : Universiteit Maastricht ; University Library, Universiteit Maastricht [host], 2008. http://arno.unimaas.nl/show.cgi?fid=9679.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

5

Simon, Sarah. "Asset Allocation und Zeithorizonteffekte". St. Gallen, 2005. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01654235001/$FILE/01654235001.pdf.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

6

Zhang, Huacheng. "Essays in Asset Allocation". Diss., The University of Arizona, 2013. http://hdl.handle.net/10150/293404.

Pełny tekst źródła

Streszczenie:

This dissertation consists of two essays in asset allocation. In the first essay, I measure the value of active money management. I explore this issue by comprehensively examining the parametric rule proposed by Brandt, Santa-Clara and Valkanov (2009) (the BSV rule) out-of-sample for portfolio selection among 3516 stocks in CRSP and comparing this rule to the mean-variance (MV) rule and the naïve 1/N rule recently advocated by DeMiguel, Garlappi and Uppal (2009). The BSV rule outperforms both the MV and 1/N rules and the outperformance is robust to investment horizons and stock market states. The BSV rule is effective for investors with different preferences or investment opportunities. The effectiveness of the BSV rule is robust to data screening criteria, estimation periods, portfolio performance evaluation models, the business cycle, and stock market states. In the second essay, I explore the question of whether macroeconomic state variables are able to predict cross-sectional stock returns from the perspective of asset allocation. I find that conditioning on macroeconomic state variables leads to optimal portfolios with a Carhart alpha that is 125 basis points per month higher than unconditional optimal portfolios out-of-sample. Unfortunately, conditioning on macroeconomic states is subject to an "overfitting" problem and can lead investors to experience unexpected huge losses. My results suggest that macroeconomic state variables mare able to predict cross-sectional stock returns but risk-averse investors need to combine other funds (e.g. market portfolio) to take advantage of this predictability.

Style APA, Harvard, Vancouver, ISO itp.

7

UBERTI, PIERPAOLO. "Higher moments asset allocation". Doctoral thesis, Università degli Studi di Milano-Bicocca, 2010. http://hdl.handle.net/10281/11955.

Pełny tekst źródła

Streszczenie:

In this dissertation a four moment asset allocation model is proposed. Some assumptions are made in order to simplify the optimization model and to obtain a closed form solution for the optimal portfolio. In particular, the key assumption concerns the representation of skewness and kurtosis. The obtained optimal portfolio is a generalization of the classical two moments optimal portfolio, see Markowitz (1952). This generalization permits to write the optimal portfolio as the sum of three portfolios: the first one is the meanvariance optimal portfolio, the second one depends on the skewness only and the third one on the kurtosis only. Moreover, the efficient frontier and a four funds separation theorem has been derived in the four moments framework.

Style APA, Harvard, Vancouver, ISO itp.

8

Burri, Silvan. "Asset Allocation including Currency Managers". St. Gallen, 2006. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01649268002/$FILE/01649268002.pdf.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

9

Russo, Agostino. "Asset allocation under liquidity constraints". Thesis, Imperial College London, 2003. http://hdl.handle.net/10044/1/8477.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

10

Kearns, Michael. "Learning and strategic asset allocation". Thesis, University of Southampton, 2016. https://eprints.soton.ac.uk/408016/.

Pełny tekst źródła

Streszczenie:

This thesis investigates whether or not models that portray the relationship between what an investor learns and how he allocates his portfolio can explain phenomena related to household behaviour in the stock market. Endogenous modelling of household learning is utilised, which builds on a growing literature called bounded rationality with increasing explanatory power, offering an alternative to the classical rational expectations theory. Such phenomena include firstly why households often hold portfolios that are little diversified, secondly why household beliefs about the stock market exhibit widespread heterogeneity despite past data being publicly available and lastly whether or not they employ strategic motives in the stock market and whether they complement others’ actions or substitute them for their own. In particular, Paper 1 addresses the observation that a significant number of investors hold concentrated portfolios, apparently forgoing the benefits of diversification. In a static portfolio choice model with limited capacity constraints, Van Nieuwerburgh & Veldkamp (2010) show that the observed lack of diversification is rational amongst investors with a strong preference for an early resolution of uncertainty. This paper studies whether or not endogenous information acquisition can also rationalise the observed peculiarity within a dynamic portfolio choice model. It is found that in the steady state, a hedging demand component appears in the optimal portfolio, which attempts to spread risk across the investor’s investment horizon: The investor chooses additional information precision the smaller is the compensation for bearing risk. A numerical approximation to the agent’s decision rule suggests that the research question can be answered in the affirmative. This is for an investor who is indifferent to the time of uncertainty resolution and is risk averse over wealth. Paper 2 tackles the question “Is demand for information positively correlated with returns?” Results from this study indicate “no” in any permanent sense. Using a dynamic model of endogenous information acquisition and portfolio choice, simulations reveal that once an agent learns the underlying process behind returns, his demand for information is constant and hence acyclical. This is surprising given survey results found by Coibion et al (2015), which, along with the PATeR survey 2014 wave, document widespread heterogeneity in agent beliefs. Hence it appears that economic agents in reality do not treat returns as though they are driven by an underlying, learnable process. This paper contributes to literature on bounded rationality and limited processing of information. It also finds a rationale for belief heterogeneity: ignoring realised returns and observing signals that support prior beliefs allows degenerate distributions to emerge. This result can be produced under the assumption that the investor does not access public information. Lastly, the third paper addresses whether or not households behave strategically regarding each other when making stock market participation decisions. The study examines the contribution of strategic considerations in stock market return expectations on the demand for risky assets empirically, exploiting novel data from the 2014 PATeR survey wave, representative of the population by age and wealth. The strategy is to identify whether individual stockholding decisions are consistent with strategic substitutes or complements prevailing in the stock market, under the null hypothesis of efficiency. The study finds evidence for strategic complementarity and additional information variables can explain this effect. Given the substantial heterogeneity in expectations and perceptions of returns, and the relatively low degree of sophistication of the median investor identified in the empirical literature, the project concludes that as strategic substitutes prevail even amongst them, a portion of the excess volatility observed in stock markets may be driven by expectational motives in coordination.

Style APA, Harvard, Vancouver, ISO itp.

Więcej źródeł

Książki na temat "Asset Allocation"

1

Gibson, Roger C. Asset Allocation. New York: McGraw-Hill, 2008.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

2

Wachter, Jessica. Asset allocation. Cambridge, MA: National Bureau of Economic Research, 2010.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

3

Bresnan, Bill. Getting started in asset allocation. New York: Wiley, 1999.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

4

Shahidi, Alex. Balanced Asset Allocation. Hoboken, NJ, USA: John Wiley & Sons, Inc, 2014. http://dx.doi.org/10.1002/9781118835302.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

5

Zaremba, Adam, i Jacob Shemer. Country Asset Allocation. New York: Palgrave Macmillan US, 2017. http://dx.doi.org/10.1057/978-1-137-59191-3.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

6

Canto, Victor A. Understanding Asset Allocation. Upper Saddle River: Pearson Education, 2007.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

7

Massachusetts. Public Employee Retirement Administration Commission. Fundamentals of asset allocation. Somerville, Mass: PERAC Communications Unit, 2000.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

8

Meucci, Attilio. Risk and Asset Allocation. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/978-3-540-27904-4.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

9

Canner, Niko. An asset allocation puzzle. Cambridge, MA: National Bureau of Economic Research, 1994.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

10

1949-, Perrucci Dorianne R., red. Asset allocation for dummies. Hoboken, N.J: Wiley Pub., 2009.

Znajdź pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Więcej źródeł

Części książek na temat "Asset Allocation"

1

Schlachter, Michael C. "Asset Allocation". W INVEST LIKE AN INSTITUTION, 15–40. Berkeley, CA: Apress, 2013. http://dx.doi.org/10.1007/978-1-4302-5060-9_2.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

2

Jiang, Bill. "Asset Allocation". W Investment Strategies, 13–27. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-82711-3_2.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

3

Cowell, Frances. "Asset Allocation". W Risk-Based Investment Management in Practice, 127–58. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137346407_8.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

4

Taulli, Tom. "Asset Allocation". W The Personal Finance Guide for Tech Professionals, 157–67. Berkeley, CA: Apress, 2022. http://dx.doi.org/10.1007/978-1-4842-8242-7_8.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

5

Zaremba, Adam, i Jacob Shemer. "Introduction". W Country Asset Allocation, 1–6. New York: Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59191-3_1.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

6

Zaremba, Adam, i Jacob Shemer. "Momentum Effect Across Countries". W Country Asset Allocation, 161–81. New York: Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59191-3_10.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

7

Zaremba, Adam, i Jacob Shemer. "Small-Country Effect". W Country Asset Allocation, 183–91. New York: Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59191-3_11.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

8

Zaremba, Adam, i Jacob Shemer. "Risk-Based Country Asset Allocation". W Country Asset Allocation, 193–206. New York: Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59191-3_12.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

9

Zaremba, Adam, i Jacob Shemer. "Country Selection Based on Quality". W Country Asset Allocation, 207–22. New York: Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59191-3_13.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

10

Zaremba, Adam, i Jacob Shemer. "What Next? Combining and Improving Country Selection Strategies". W Country Asset Allocation, 223–40. New York: Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59191-3_14.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Streszczenia konferencji na temat "Asset Allocation"

1

Duarte, Flávio Gabriel, i Leandro Nunes Castro. "Asset Allocation based on a Partitional Clustering Algorithm". W Congresso Brasileiro de Inteligência Computacional. SBIC, 2021. http://dx.doi.org/10.21528/cbic2021-49.

Pełny tekst źródła

Streszczenie:

This paper proposes a method for asset allocation based on partitional clustering. This method is different from the approaches already proposed in the literature, which essentially use either an optimization-based approach or a hierarchical clustering algorithm to allocate resources in assets. After finding the clusters, the method uniformly allocates the resources over the clusters and then within the clusters, thus guaranteeing that all assets are allocated. The method was tested using data from the Brazilian Stock Exchange (B3) and the assets eligible to enter the allocation were those that were part of the Ibovespa Index at the time of portfolio rebalancing. The results were compared with the Ibovespa index for different metrics, such as volatility, return, sharpe ratio, turnover and drawdown. The proposed approach illustrates the potential of machine learning techniques in portfolio allocation.

Style APA, Harvard, Vancouver, ISO itp.

2

Xie, Yuxin, i Athanasios A. Pantelous. "Asset Allocation with Disappointment Aversion". W Second International Conference on Vulnerability and Risk Analysis and Management (ICVRAM) and the Sixth International Symposium on Uncertainty, Modeling, and Analysis (ISUMA). Reston, VA: American Society of Civil Engineers, 2014. http://dx.doi.org/10.1061/9780784413609.119.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

3

Safiudeen, Mohamed, i Mahdi H. Miraz. "Portfolio Optimization by Asset Allocation". W 2022 International Conference on Computing, Networking, Telecommunications & Engineering Sciences Applications (CoNTESA). IEEE, 2022. http://dx.doi.org/10.1109/contesa57046.2022.10011354.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

4

Wang, Liping, i Xue Meng. "Asset Allocation, Heterogeneity and Consumption". W 2020 International Conference on Social Science, Economics and Education Research (SSEER 2020). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/assehr.k.200801.047.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

5

Yuduo Lu i Min Su. "Asset allocation model across business cycle". W 2011 International Conference on Business Management and Electronic Information (BMEI). IEEE, 2011. http://dx.doi.org/10.1109/icbmei.2011.5917913.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

6

Song, Na, Wai-Ki Ching, Dong-Mei Zhu i Tak-Kuen Siu. "Asset Allocation under Regime-Switching Models". W 2012 Fifth International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2012. http://dx.doi.org/10.1109/bife.2012.38.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

7

HUI, W. C., H. YANG i K. C. YUEN. "OPTIMAL ASSET ALLOCATION UNDER GARCH MODEL". W Proceedings of the Hong Kong International Workshop on Statistics in Finance. PUBLISHED BY IMPERIAL COLLEGE PRESS AND DISTRIBUTED BY WORLD SCIENTIFIC PUBLISHING CO., 2000. http://dx.doi.org/10.1142/9781848160156_0019.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

8

Li, Yaoming, Junfeng Wu i Yun Chen. "Asset Allocation Based On Reinforcement Learning". W 2020 IEEE 18th International Conference on Industrial Informatics (INDIN). IEEE, 2020. http://dx.doi.org/10.1109/indin45582.2020.9442214.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

9

Luxenberg, Eric, Stephen Boyd, Misha van Beek, Wen Cao i Mykel Kochenderfer. "Strategic Asset Allocation with Illiquid Alternatives". W ICAIF '22: 3rd ACM International Conference on AI in Finance. New York, NY, USA: ACM, 2022. http://dx.doi.org/10.1145/3533271.3561769.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

10

You, Shingchern D., Chien-Hung Liu i Ching-Cheng Yen. "Dynamic Asset Allocation Using Trading Agent". W 2023 International Conference on Consumer Electronics - Taiwan (ICCE-Taiwan). IEEE, 2023. http://dx.doi.org/10.1109/icce-taiwan58799.2023.10226821.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Raporty organizacyjne na temat "Asset Allocation"

1

Wachter, Jessica. Asset Allocation. Cambridge, MA: National Bureau of Economic Research, sierpień 2010. http://dx.doi.org/10.3386/w16255.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

2

van Binsbergen, Jules, i Michael Brandt. Optimal Asset Allocation in Asset Liability Management. Cambridge, MA: National Bureau of Economic Research, marzec 2007. http://dx.doi.org/10.3386/w12970.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

3

Bernstein, Shai, Emanuele Colonnelli i Ben Iverson. Asset Allocation in Bankruptcy. Cambridge, MA: National Bureau of Economic Research, marzec 2017. http://dx.doi.org/10.3386/w23305.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

4

Canner, Niko, N. Gregory Mankiw i David Weil. An Asset Allocation Puzzle. Cambridge, MA: National Bureau of Economic Research, wrzesień 1994. http://dx.doi.org/10.3386/w4857.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

5

León-Rincón, Carlos Eduardo, i Daniel Vela. Foreign reserves' strategic asset allocation. Bogotá, Colombia: Banco de la República, marzec 2011. http://dx.doi.org/10.32468/be.645.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

6

Guidolin, Massimo, i Allan Timmermann. Asset Allocation under Multivariate Regime Switching. Federal Reserve Bank of St. Louis, 2005. http://dx.doi.org/10.20955/wp.2005.002.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

7

Ang, Andrew, i Geert Bekaert. How do Regimes Affect Asset Allocation? Cambridge, MA: National Bureau of Economic Research, listopad 2003. http://dx.doi.org/10.3386/w10080.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

8

Harvey, Campbell. Conditional Asset Allocation in Emerging Markets. Cambridge, MA: National Bureau of Economic Research, styczeń 1994. http://dx.doi.org/10.3386/w4623.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

9

Hodgson, Thom J., Johnathon L. Dulin, Kristin Arney, Ben J. Lobo, Curtis M. Mears i Reha Uzsoy. Global Sensor Management: Military Asset Allocation. Fort Belvoir, VA: Defense Technical Information Center, październik 2009. http://dx.doi.org/10.21236/ada515353.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

10

Liu, Jun, Francis Longstaff i Jun Pan. Dynamic Asset Allocation With Event Risk. Cambridge, MA: National Bureau of Economic Research, sierpień 2002. http://dx.doi.org/10.3386/w9103.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

Oferujemy zniżki na wszystkie plany premium dla autorów, których prace zostały uwzględnione w tematycznych zestawieniach literatury. Skontaktuj się z nami, aby uzyskać unikalny kod promocyjny!