Active Asset Allocation Solutions
Mean-Variance in Financial Decisions under Risk and Uncertainty
Active management
Black Litterman
Optimal Dynamic Consumption and Portfolio Choice for Pooled Annuity Funds by Michael Z. Stamos ARIA, Quebec City, 2007 Department of Finance, Goethe University.
Asset Management Lecture 10. Table 27.2 Make up a view and replace the one in spreadsheet 27.2. Recalculate the optimal asset allocation and portfolio.
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Optimal Gradual Annuitization: Quantifying the Cost of Switching to Annuities Optimal Gradual Annuitization: Quantifying the Cost of Switching to Annuities.
Introduction to Algorithmic Trading Strategies Lecture 7 Portfolio Optimization Haksun Li [email protected] .
THE EQUITY MARKET RISK PREMIUM OVER 200 YEARS
Thomas PostThe impact of gender-specific investment behavior … ARIA Annual Meeting Quebec, 2007 August 6, 2007- 1 - Dr. Wolfgang Schieren Chair for Insurance.
THE EQUITY MARKET RISK PREMIUM OVER 200 YEARS Prospective Utility and Time-Varying Optimal Asset Allocation………. CFA Lecture,3 rd November,2009,London.
