Sustainable Asset Accumulation and Dynamic Portfolio Decisions
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...
Call Number: | Libro Electrónico |
---|---|
Main Authors: | , , , |
Corporate Author: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2016.
|
Edition: | 1st ed. 2016. |
Series: | Dynamic Modeling and Econometrics in Economics and Finance,
18 |
Subjects: | |
Online Access: | Texto Completo |
Table of Contents:
- 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.