Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 电子书


Asset Liability Management -Individual and institutional approaches

简体网页||繁体网页

Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 电子书 著者简介


Asset Liability Management -Individual and institutional approaches 电子书 图书目录




点击这里下载
    


想要找书就要到 本本书屋
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

发表于2024-06-13

Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 电子书

Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 电子书

Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 电子书



喜欢 Asset Liability Management -Individual and institutional approaches 电子书 的读者还喜欢


Asset Liability Management -Individual and institutional approaches 电子书 读后感

评分

评分

评分

评分

评分

类似图书 点击查看全场最低价
出版者:VDM Verlag
作者:Hainaut Donatien
出品人:
页数:220
译者:
出版时间:2008-04-30
价格:USD 111.00
装帧:Paperback
isbn号码:9783836491785
丛书系列:

图书标签:  


Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 电子书 图书描述

One of the most common issues studied in finance is that of an economic unit who aims at maximizing his expected lifetime utility from consumption and/or terminal wealth, by an effective asset-liability management. In this book, we revisit this theme and focuses on two categories of economic agents: the individual and institutional investors. The first part of this manuscript addresses the individual asset allocation decision at retirement. One establishes the utility of life annuities to build investment strategies able to guarantee future consumption and an eventual bequest. The second part is devoted to the management of defined benefits and defined contributions pension funds, exposed to the mortality risk. In particular, we discuss the market incompleteness generated by the mortality risk and propose partial hedging strategies of pension funds commitments. Finally, the last part studies two particular asset allocation problems in complete markets: the wealth maximization under a value at risk constraint and the valuation of a fair profit sharing rate.

Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 电子书

Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 电子书
想要找书就要到 本本书屋
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 用户评价

评分

评分

评分

评分

评分

Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 电子书


分享链接









相关图书




本站所有内容均为互联网搜索引擎提供的公开搜索信息,本站不存储任何数据与内容,任何内容与数据均与本站无关,如有需要请联系相关搜索引擎包括但不限于百度google,bing,sogou

友情链接

© 2024 onlinetoolsland.com All Rights Reserved. 本本书屋 版权所有