Optimal Portfolio Selection and Asset-Liability Management
Language: English
Published by Edizioni Accademiche Italiane Dez 2018, 2018
- Softcover
- New
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
AbeBooks seller since January 23, 2017
Condition: New
£ 264.44
Quantity: 1 available
Add to basketItem description from seller
This item is printed on demand - Print on Demand Titel. 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.OmniScriptum SRL, Str. Armeneasca 28/1, office 1, 2012 Chisinau 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
"Synopsis" may belong to another edition of this title.
buchversandmimpf2000
Emtmannsberg, BAYE, Germany
AbeBooks seller since January 23, 2017
Shipping rates from Germany to U.S.A.
| Item | 60 to 60 business days | 60 to 60 business days |
|---|---|---|
| First item | £ 50.08 | £ 62.60 |
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Impressum Thorsten Retsch Buchversand Mimpf2000 Oberölschnitz 16 95517 Emtmannsberg Deutschland Telefon: 09209-2023188 Email: mimpf2000@online.de USt-ID-Nr.: DE 235096871 Wir führen gebrauchte Bücher aus allen Sparten der Literatur
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Modernes Antiquariat - Bücher von 1960 bis heuteSeller's business information
buchversandmimpf2000
Germany
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