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A Beta-return Efficient Portfolio Optimisation Following the CAPM: An Analysi…
Investors are trying to generate excess returns through active investment strategies. Since the outbreak of the financial crisis, investors face a situation where increased risks are accompanied by falling key interest rates. An optimal portfolio in terms of risk and return becomes a perpetual motion machine. Markus Vollmer answers the question how the seemingly impossible could still be achiev…
- Edition
- -
- ISBN/ISSN
- 978-3-658-06634-5
- Collation
- -
- Series Title
- BestMasters
- Call Number
- 658.155 VOL b
Energy and Finance Sustainability in the Energy Industry
This book analyses how socially responsible investments as well as the rising importance of Islamic finance are linked to the shift towards renewable energy. Academics and practitioners in the field take a global perspective and present case studies from several countries. The book is divided into three parts: The first part sheds new light on the energy shift towards renewable energy. The seco…
- Edition
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- ISBN/ISSN
- 978-3-319-32268-1
- Collation
- 6 b/w illustrations, 13 illustrations in colour
- Series Title
- -
- Call Number
- -
Energy Technology and Valuation Issues
This volume investigates the impact of energy technology innovations on economic development and presents new areas of research into the financial economics of energy as well as new studies into valuation, electricity pricing and the economic, regulatory and environmental costs of alternative energy sources. Academics and practitioners take a global perspective and present cases from several co…
- Edition
- -
- ISBN/ISSN
- 978-3-319-13746-9
- Collation
- 37 b/w illustrations, 2 illustrations in colour
- Series Title
- -
- Call Number
- -
Multiple Criteria Decision Making in Finance, Insurance and Investment
This book is devoted to recent developments and applications of multiple criteria decision aid tools in the field of finance, insurance and investment. It illustrates recent methods and procedures designed to solve problems related to finance, insurance and portfolio selection formulated through a mathematical programming framework and for which a large number of conflicting and incommensurable…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-21157-2
- Collation
- XIV, 272
- Series Title
- Multiple Criteria Decision Making
- Call Number
- -
The Use of Risk Budgets in Portfolio Optimization
Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk, Different Market Phases, Robustness, and Factor Exposures) to investigate the use of these models for ass…
- Edition
- -
- ISBN/ISSN
- 978-3-658-07259-9
- Collation
- -
- Series Title
- -
- Call Number
- -
Modern Financial Crises
This book is devoted to the analysis of the three main financial crises that have marked this century: 2001 Argentina’s defaulting on its external debt, the American subprime crisis in 2008, and the current European debt crisis in Europe. The book pursues three major objectives: firstly, to accurately portray these three financial crises; secondly, to analyze what went wrong with mainstream e…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-20990-6
- Collation
- XVII, 257
- Series Title
- Financial and Monetary Policy Studies
- Call Number
- -
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