A simulation approach for creating an optimal investment portfolio for retirees

محفوظ في:

التفاصيل البيبلوغرافية
الحاوية / القاعدة:	ProQuest Dissertations and Theses (1998)
المؤلف الرئيسي:	Gapinski, Bogdan Rafal
منشور في:	ProQuest Dissertations & Theses
الموضوعات:	Finance Mathematics Studies Simulation Retirees Portfolio management Stock exchanges Standard deviation Calculus Monte Carlo simulation Investments Random variables Copyright Computer simulation Probability Stochastic models Algebra Asset allocation Interest rates Women Equity Rates of return Stock prices Brownian motion Investors
الوصول للمادة أونلاين:	Citation/Abstract Full Text - PDF
الوسوم:	إضافة وسم لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!

الوصف
مستخلص:	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.
ردمك:	9780599042681
المصدر:	ABI/INFORM Global