The benefits of growth with lower volatility
... Multi-asset, lower-volatility growth portfolios often include a range of investments that are difficult for other portfolios to access. For instance, among these might be relative value strategies across both equities and interest rates. Positions like these rely on traditional assets but, by taking ...
... Multi-asset, lower-volatility growth portfolios often include a range of investments that are difficult for other portfolios to access. For instance, among these might be relative value strategies across both equities and interest rates. Positions like these rely on traditional assets but, by taking ...
General Black-Scholes models accounting for increased market
... portfolio insurance strategy that is a priori known to all. They assume the rst investor has a CRRA utility function1 and obtain between 1% and 7% increases in Black-Scholes implied market volatility2 for values of the fraction of the market portfolio subject to portfolio insurance varying between ...
... portfolio insurance strategy that is a priori known to all. They assume the rst investor has a CRRA utility function1 and obtain between 1% and 7% increases in Black-Scholes implied market volatility2 for values of the fraction of the market portfolio subject to portfolio insurance varying between ...
questions in real estate finance
... Floaters are classes of a CMO that have a rate that moves with the market These are matched with an institution’s short-term liabilities that move with the market The interest rate on the floater is usually pegged to some short-term rate such as LIBOR ...
... Floaters are classes of a CMO that have a rate that moves with the market These are matched with an institution’s short-term liabilities that move with the market The interest rate on the floater is usually pegged to some short-term rate such as LIBOR ...
Aberdeen UK Blue Chip Fund
... The above information should not be considered an offer, or solicitation, to deal in any funds in the Aberdeen Select Portfolio. Investments in the unit trusts are not deposits in, obligations of, or guaranteed or insured by Aberdeen Asset Management Asia Limited (the “Manager”), and are subject to ...
... The above information should not be considered an offer, or solicitation, to deal in any funds in the Aberdeen Select Portfolio. Investments in the unit trusts are not deposits in, obligations of, or guaranteed or insured by Aberdeen Asset Management Asia Limited (the “Manager”), and are subject to ...
Modeling Portfolios that Contain Risky Assets I: Risk and
... for such fluctuations are very clear because they directly relate to some news about the company, agency, or government that issued the asset. For example, news of the Deepwater Horizon explosion caused the share price of British Petroleum stock to fall. At other times they relate to news that benef ...
... for such fluctuations are very clear because they directly relate to some news about the company, agency, or government that issued the asset. For example, news of the Deepwater Horizon explosion caused the share price of British Petroleum stock to fall. At other times they relate to news that benef ...
Pricing Rate of Return Guarantees in Regular Premium Unit Linked
... Unit Linked (UL) insurance is a form of insurance where the policyholder bears the investment risk. The premiums are invested in several investment funds which usually invest a large percentage of their money in stocks. Sometimes the policyholder is even allowed to invest directly in stocks. Rate of ...
... Unit Linked (UL) insurance is a form of insurance where the policyholder bears the investment risk. The premiums are invested in several investment funds which usually invest a large percentage of their money in stocks. Sometimes the policyholder is even allowed to invest directly in stocks. Rate of ...
NBER WORKING PAPER SERIES PANELS Torben G. Andersen
... tors, enabling us to devise a formal model specification test based on the distance between the two volatility measures. Intuitively, this is feasible as, even though different volatility states (or jump intensities) are not directly observed, the (total) diffusive volatility may be filtered from t ...
... tors, enabling us to devise a formal model specification test based on the distance between the two volatility measures. Intuitively, this is feasible as, even though different volatility states (or jump intensities) are not directly observed, the (total) diffusive volatility may be filtered from t ...
to view Full text
... Comments by the Faculty Share markets are said to be governed by two primordial forces; fear and greed. That is for the day-traders. The more serious investors do not follow the volatility of the market but base their decision on the real worth of the company and compare it with the market valuatio ...
... Comments by the Faculty Share markets are said to be governed by two primordial forces; fear and greed. That is for the day-traders. The more serious investors do not follow the volatility of the market but base their decision on the real worth of the company and compare it with the market valuatio ...
doc
... every topic from here on in. It is quite general and applicable to all business decisions. Understanding present values is the key to understanding the difference between stocks and flows, wealth and income. Present values are the basis for making investment decisions, project appraisal, and costben ...
... every topic from here on in. It is quite general and applicable to all business decisions. Understanding present values is the key to understanding the difference between stocks and flows, wealth and income. Present values are the basis for making investment decisions, project appraisal, and costben ...
![F. Peter Boer[*] - Tiger Scientific Inc](http://s1.studyres.com/store/data/009350141_1-531c978e6c31e2929ca66042817b077a-300x300.png)
Energy derivatives
... Physical assets are modelled (and valuate) by using the real option theory. When traditional deterministic methods fail to accurately capture the economic value of physical assets in a competitive energy market (cf. extrinsic value) The real option valuation framework borrows the idea from class ...
... Physical assets are modelled (and valuate) by using the real option theory. When traditional deterministic methods fail to accurately capture the economic value of physical assets in a competitive energy market (cf. extrinsic value) The real option valuation framework borrows the idea from class ...
