خط مشی دسترسیدرباره ما
ثبت نامثبت نام
راهنماراهنما
فارسی
ورودورود
صفحه اصلیصفحه اصلی
جستجوی مدارک
تمام متن
منابع دیجیتالی
رکورد قبلیرکورد بعدی
Record identifier : 565034
Personal Name - Primary Intelectual Responsibility : Golestani, Mahbobeh
Title and statement of responsibility : A benchmarking approach to optimal asset allocation for insurers and pension funds [Thesis]/گلستانی ، محبوبه;supervisor: A.T.Payandeh;advisor: Gh. Mahdavi
Publication, Distribution,Etc. : , 2012
Language of the Item : eng
Internal Bibliographies/Indexes Note : bibliography
Dissertation of thesis details and type of degree : MASTER OF SCIENCE
Discipline of degree : , ACTUARIAL SCIENCE
Body granting the degree : , Allameh Tabatabai University, E.C.O. College of Insurance
Summary or Abstract : : هدف تحقیق
: Uncertainty in the financial market will be driven by underlying Brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the Brownian motions.Our approach tolerates but progressively penalizes underperformance, and progressively rewards outperformance. A general solution under general market models, benchmarks, and concave benchmarking functions is presented, and insights to the impact of benchmarking to the optimal portfolio are obtained. ..
Uncontrolled Subject Terms : asset liability managment
: portfolio optimization
: تخصیص دارایی ژ
: بهینه سازی سبد دارایی
: محک لیم وانگ
Information of biblio record : TL
 
 
 
(در صورت عدم وضوح تصویر اینجا را کلیک نمایید)