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Sustainable Asset Accumulation and Dynamic Portfolio Decisions
ISBN-13:
9783662492291
Veröffentl:
2016
Seiten:
189
Autor:
Carl Chiarella
Serie:
18, Dynamic Modeling and Econometrics in Economics and Finance
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:
The book explores behavioral and institutional rules for decision-making that reflect such constraints and guidelines, without necessarily being optimal in the narrow sense. The authors explain the need for such a dynamic decision-making and dynamic re-balancing of portfolios, by putting forward dynamic programming as an approach to dynamic decision-making that can allow sustainable wealth accumulation and dynamic asset allocation to be successfully integrated.
Introduction.- Forecasting and Low Frequency Movements of Asset Returns.- Portfolio Modeling with Sustainability Constraints.- Dynamic Saving and Portfolio Decisions-Theory.- Asset Accumulation with Estimated Low Frequency Movements Asset Returns.- Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income.- Continuous and Discrete Time Modeling.- Asset Accumulation and Portfolio Decisions under Inflation Risk.- Concluding Remarks.
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