A simulation approach for creating an optimal investment portfolio for retirees
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| Vydáno v: | ProQuest Dissertations and Theses (1998) |
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ProQuest Dissertations & Theses
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| On-line přístup: | Citation/Abstract Full Text - PDF |
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| LEADER | 00000nab a2200000uu 4500 | ||
|---|---|---|---|
| 001 | 304429061 | ||
| 003 | UK-CbPIL | ||
| 020 | |a 978-0-599-04268-1 | ||
| 035 | |a 304429061 | ||
| 045 | 0 | |b d19980101 | |
| 084 | |a 66569 |2 nlm | ||
| 100 | 1 | |a Gapinski, Bogdan Rafal | |
| 245 | 1 | |a A simulation approach for creating an optimal investment portfolio for retirees | |
| 260 | |b ProQuest Dissertations & Theses |c 1998 | ||
| 513 | |a Dissertation/Thesis | ||
| 520 | 3 | |a In this thesis I study the question how a person who has just retired should allocate his investment between a low risk, low return asset and high risk, high return assets. I present basic theory of stochastic processes and derive a mathematical model for optimizing asset allocation, develop a computer simulation and discuss several numerical examples using the US stock market data and mortality tables. | |
| 653 | |a Finance | ||
| 653 | |a Mathematics | ||
| 653 | |a Studies | ||
| 653 | |a Simulation | ||
| 653 | |a Retirees | ||
| 653 | |a Portfolio management | ||
| 653 | |a Stock exchanges | ||
| 653 | |a Standard deviation | ||
| 653 | |a Calculus | ||
| 653 | |a Monte Carlo simulation | ||
| 653 | |a Investments | ||
| 653 | |a Random variables | ||
| 653 | |a Copyright | ||
| 653 | |a Computer simulation | ||
| 653 | |a Probability | ||
| 653 | |a Stochastic models | ||
| 653 | |a Algebra | ||
| 653 | |a Asset allocation | ||
| 653 | |a Interest rates | ||
| 653 | |a Women | ||
| 653 | |a Equity | ||
| 653 | |a Rates of return | ||
| 653 | |a Stock prices | ||
| 653 | |a Brownian motion | ||
| 653 | |a Investors | ||
| 773 | 0 | |t ProQuest Dissertations and Theses |g (1998) | |
| 786 | 0 | |d ProQuest |t ABI/INFORM Global | |
| 856 | 4 | 1 | |3 Citation/Abstract |u https://www.proquest.com/docview/304429061/abstract/embedded/6A8EOT78XXH2IG52?source=fedsrch |
| 856 | 4 | 0 | |3 Full Text - PDF |u https://www.proquest.com/docview/304429061/fulltextPDF/embedded/6A8EOT78XXH2IG52?source=fedsrch |