Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 電子書 下載


Asset Liability Management -Individual and institutional approaches

簡體網頁||繁體網頁

Asset Liability Management -Individual and institutional approaches pdf epub mobi 著者簡介


Asset Liability Management -Individual and institutional approaches pdf epub mobi 圖書描述

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 電子書 下載

Asset Liability Management -Individual and institutional approaches pdf epub mobi 圖書目錄




點擊這裡下載
    


想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

發表於2024-11-14

Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 電子書 下載

Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 電子書 下載

Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 電子書 下載



喜欢 Asset Liability Management -Individual and institutional approaches 電子書 的读者还喜欢


Asset Liability Management -Individual and institutional approaches pdf epub mobi 讀後感

評分

評分

評分

評分

評分

類似圖書 點擊查看全場最低價
出版者:VDM Verlag
作者:Hainaut Donatien
出品人:
頁數:220
譯者:
出版時間:2008-04-30
價格:USD 111.00
裝幀:Paperback
isbn號碼:9783836491785
叢書系列:

圖書標籤:  


Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Asset Liability Management -Individual and institutional approaches pdf epub mobi 用戶評價

評分

評分

評分

評分

評分

Asset Liability Management -Individual and institutional approaches 2024 pdf epub mobi 電子書 下載


分享鏈接





相關圖書




本站所有內容均為互聯網搜索引擎提供的公開搜索信息,本站不存儲任何數據與內容,任何內容與數據均與本站無關,如有需要請聯繫相關搜索引擎包括但不限於百度google,bing,sogou

友情鏈接

© 2024 onlinetoolsland.com All Rights Reserved. 本本書屋 版權所有