Optimal Portfolio Selection and Asset-Liability Management

Language: English

Published by Edizioni Accademiche Italiane Dez 2018, 2018

363976563X / 9783639765632

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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Softcover

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This item is printed on demand - it takes 3-4 days longer - Neuware -In this book we face the problems of the optimal portfolio selection and asset- liability management, with constraints and transaction costs. In the basic problem, the portfolio manager has to manage an initial investment A0 until a fixed maturity T 0. The manager is free to choose how to invest the money among a number of available assets and can periodically modify the portfolio composition, but has to satisfy several constraints both of endogenous and exogenous nature. Furthermore, each allocation change entails transaction costs, since it implies selling part of an asset to provide either liquidity or a different asset. The company manages the investments to achieve a number of goals, the most important of which is to meet its obligations towards the policy-holders. 220 pp. Englisch.

Seller Inventory # 9783639765632

Title
Optimal Portfolio Selection and Asset-Liability Management
Author
Simone Sbaraglia
Publisher
Edizioni Accademiche Italiane Dez 2018
Publication year
2018
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
363976563X
ISBN 13
9783639765632
Item weight
346 grams
Dimensions
220x150x14 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany