Chiarella, Carl
Sustainable Asset Accumulation and Dynamic Portfolio Decisions
1. Introduction
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao, Lebogang Mateane
2. Forecasting and Low Frequency Movements of Asset Returns
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao, Lebogang Mateane
3. Portfolio Modeling with Sustainability Constraints
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao, Lebogang Mateane
4. Dynamic Saving and Portfolio Decisions-Theory
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao, Lebogang Mateane
5. Asset Accumulation with Estimated Low Frequency Movements of Asset Returns
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao, Lebogang Mateane
6. Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao, Lebogang Mateane
7. Continuous and Discrete Time Modeling
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao, Lebogang Mateane
8. Asset Accumulation and Portfolio Decisions Under Inflation Risk
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao, Lebogang Mateane
9. Concluding Remarks
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao, Lebogang Mateane
Nyckelord: Economics, Macroeconomics/Monetary Economics//Financial Economics, Personal Finance/Wealth Management/Pension Planning, Quantitative Finance, Economic Theory/Quantitative Economics/Mathematical Methods, Operation Research/Decision Theory
- Författare
- Chiarella, Carl
- Hsiao, Chih-Ying
- Mateane, Lebogang
- Semmler, Willi
- Utgivare
- Springer
- Utgivningsår
- 2016
- Språk
- en
- Utgåva
- 1
- Serie
- Dynamic Modeling and Econometrics in Economics and Finance
- Sidantal
- 18 sidor
- Kategori
- Ekonomisk
- Format
- E-bok
- eISBN (PDF)
- 9783662492291
- Tryckt ISBN
- 978-3-662-49228-4