Optimal Investment and Consumption with Reallocation and Drawdown Constraints

Optimal Investment and Consumption with Reallocation and Drawdown Constraints PDF Author: Feyzullah Egriboyun
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Optimal Investment and Consumption with Reallocation and Drawdown Constraints

Optimal Investment and Consumption with Reallocation and Drawdown Constraints PDF Author: Feyzullah Egriboyun
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Book Description


Dissertation Abstracts International

Dissertation Abstracts International PDF Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 834

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Multi-Period Trading Via Convex Optimization

Multi-Period Trading Via Convex Optimization PDF Author: Stephen Boyd
Publisher:
ISBN: 9781680833287
Category : Mathematics
Languages : en
Pages : 92

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Book Description
This monograph collects in one place the basic definitions, a careful description of the model, and discussion of how convex optimization can be used in multi-period trading, all in a common notation and framework.

Asset and Liability Management Handbook

Asset and Liability Management Handbook PDF Author: G. Mitra
Publisher: Springer
ISBN: 023030723X
Category : Business & Economics
Languages : en
Pages : 547

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Book Description
Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks.

Risk Analysis and Portfolio Modelling

Risk Analysis and Portfolio Modelling PDF Author: Elisa Luciano
Publisher: MDPI
ISBN: 3039216244
Category : Business & Economics
Languages : en
Pages : 224

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Book Description
Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.

Defense Issues

Defense Issues PDF Author:
Publisher:
ISBN:
Category : United States
Languages : en
Pages : 866

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OECD Sovereign Borrowing Outlook 2021

OECD Sovereign Borrowing Outlook 2021 PDF Author: OECD
Publisher: OECD Publishing
ISBN: 9264852395
Category :
Languages : en
Pages : 94

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Book Description
This edition of the OECD Sovereign Borrowing Outlook reviews developments in response to the COVID-19 pandemic for government borrowing needs, funding conditions and funding strategies in the OECD area.

Global Economic Prospects, June 2021

Global Economic Prospects, June 2021 PDF Author: World Bank
Publisher: World Bank Publications
ISBN: 1464816662
Category : Business & Economics
Languages : en
Pages : 339

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Book Description
The world economy is experiencing a very strong but uneven recovery, with many emerging market and developing economies facing obstacles to vaccination. The global outlook remains uncertain, with major risks around the path of the pandemic and the possibility of financial stress amid large debt loads. Policy makers face a difficult balancing act as they seek to nurture the recovery while safeguarding price stability and fiscal sustainability. A comprehensive set of policies will be required to promote a strong recovery that mitigates inequality and enhances environmental sustainability, ultimately putting economies on a path of green, resilient, and inclusive development. Prominent among the necessary policies are efforts to lower trade costs so that trade can once again become a robust engine of growth. This year marks the 30th anniversary of the Global Economic Prospects. The Global Economic Prospects is a World Bank Group Flagship Report that examines global economic developments and prospects, with a special focus on emerging market and developing economies, on a semiannual basis (in January and June). Each edition includes analytical pieces on topical policy challenges faced by these economies.

Solutions Manual for Actuarial Mathematics for Life Contingent Risks

Solutions Manual for Actuarial Mathematics for Life Contingent Risks PDF Author: David C. M. Dickson
Publisher: Cambridge University Press
ISBN: 1107608449
Category : Business & Economics
Languages : en
Pages : 180

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Book Description
"This manual presents solutions to all exercises from Actuarial Mathematics for Life Contingent Risks (AMLCR) by David C.M. Dickson, Mary R. Hardy, Howard Waters; Cambridge University Press, 2009. ISBN 9780521118255"--Pref.

Lifelines

Lifelines PDF Author: Stephane Hallegatte
Publisher: World Bank Publications
ISBN: 1464814317
Category : Business & Economics
Languages : en
Pages : 316

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Book Description
Infrastructure—electricity, telecommunications, roads, water, and sanitation—are central to people’s lives. Without it, they cannot make a living, stay healthy, and maintain a good quality of life. Access to basic infrastructure is also a key driver of economic development. This report lays out a framework for understanding infrastructure resilience - the ability of infrastructure systems to function and meet users’ needs during and after a natural hazard. It focuses on four infrastructure systems that are essential to economic activity and people’s well-being: power systems, including the generation, transmission, and distribution of electricity; water and sanitation—especially water utilities; transport systems—multiple modes such as road, rail, waterway, and airports, and multiple scales, including urban transit and rural access; and telecommunications, including telephone and Internet connections.