Portfolio Insurance And Varop A Comparison
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Portfolio Insurance And Varop A Comparison
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Author : Ralf Hohmann
language : en
Publisher: GRIN Verlag
Release Date : 2021-05-18
Portfolio Insurance And Varop A Comparison written by Ralf Hohmann and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-05-18 with Business & Economics categories.
Scientific Essay from the year 2021 in the subject Business economics - Investment and Finance, , language: English, abstract: Investments in money and capital markets involve different loss potentials that market participants should be able to manage. Below follows an overview and comparison of selected strategies to manage these risks. Portfolio insurance (PI) strategies were developed in the 1980s. They are used to hedge portfolios or individual investments against price losses. The volume of assets hedged with these strategies is significant. Different forms of individual strategies have developed over the years. Risk quantification and Value at Risk (VAR) strategies emerged around the same time. Risks of individual investments or portfolios were measured and different strategies were developed to take them into account in Value at Risk optimised portfolios (VaRoP). VaRoP is a strategy that calculates an optimal portfolio taking into account a given or permissible maximum VAR. Both strategies are intended to protect portfolios from losses in value. Their similarities and differences as well as their successes are presented and summarised in this paper. Their applicability in practice is also examined.
Portfolio Insurance
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Author : Donald Luskin
language : en
Publisher: Wiley
Release Date : 1988-03-16
Portfolio Insurance written by Donald Luskin and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988-03-16 with Business & Economics categories.
Portfolio insurance has become a craze among institutional investors: over the past ten years, the value of assets managed under this strategy has grown from zero to more than -50 billion. This guide offers complete coverage and practical advice on every aspect of the subject. It clearly defines the characteristics of portfolio insurance, providing background on its history and the theory of hedging, going on to describe how to implement a hedging strategy, how to fit portfolio insurance into long-term financial planning, using index and financial futures and options in hedging, and techniques for measuring performance. Also included is a discussion of how portfolio insurance operates in the international arena.
Algorithms For Portfolio Optimization And Portfolio Insurance
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Author : Markus Rudolf
language : en
Publisher:
Release Date : 1994
Algorithms For Portfolio Optimization And Portfolio Insurance written by Markus Rudolf and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Investment guaranty insurance categories.
Portfolio Models
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Author : Minea Linke
language : en
Publisher: GRIN Verlag
Release Date : 2004-02-06
Portfolio Models written by Minea Linke and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-02-06 with Business & Economics categories.
Research Paper (undergraduate) from the year 2003 in the subject Business economics - Offline Marketing and Online Marketing, grade: Degree: second upper (Germany =, University of Lincoln (-), language: English, abstract: The growing and brisk market during the 1950s and 1960s made companies to operate more and more businesses and led not only to larger and complex firms but also to a high number of divisions. The overall corporate strategy was therefore insufficient, especially when divisions led on to diversifications different strategies, business unit strategies, were required. In order to find out in which business a company should be in and how resources can be allocated amongst them, different portfolio analyses are developed in the 1970s. The idea goes back to the Portfolio Selection Theory from Markowitz (1959) in which a portfolio is described as an ideal mix of different securities. The portfolio analysis in this context can be described as a framework to analysis the balance of an organization’s strategic business units (Johnson and Scholes, 1999, p.186). The objective of this piece of work is to explain the two best-known portfolio analysis approaches: The Boston Consulting Group’s growthshare and growth-gain matrix and the General Electric Company business screen in regard to advantages and disadvantages, generated strategies, interdependence of products, opportunities for synergy as well as the problems which can occur when applying those models in practice. In the first chapter both models and the different strategies will be explained and definitions will be given. A comparison of both models in relation to their advantages and disadvantages can be found in the second chapter. In the third chapter the relevance of synergy will be discussed. Chapter four contains a GE matrix for Nestlé Waters and the validity of the possible strategies is critically evaluated. The conclusion can be found in chapter five.
The Greenhouse Gas Protocol
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Author :
language : en
Publisher: World Business Pub.
Release Date : 2004
The Greenhouse Gas Protocol written by and has been published by World Business Pub. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Business enterprises categories.
The GHG Protocol Corporate Accounting and Reporting Standard helps companies and other organizations to identify, calculate, and report GHG emissions. It is designed to set the standard for accurate, complete, consistent, relevant and transparent accounting and reporting of GHG emissions.
Financial Modeling Actuarial Valuation And Solvency In Insurance
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Author : Mario V. Wüthrich
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-04
Financial Modeling Actuarial Valuation And Solvency In Insurance written by Mario V. Wüthrich and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-04 with Mathematics categories.
Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments in this area in the financial and insurance industry (Basel III and Solvency II), but none of these developments provides a fully consistent and comprehensive framework for the analysis of solvency questions. Merz and Wüthrich combine ideas from financial mathematics (no-arbitrage theory, equivalent martingale measure), actuarial sciences (insurance claims modeling, cash flow valuation) and economic theory (risk aversion, probability distortion) to provide a fully consistent framework. Within this framework they then study solvency questions in incomplete markets, analyze hedging risks, and study asset-and-liability management questions, as well as issues like the limited liability options, dividend to shareholder questions, the role of re-insurance, etc. This work embeds the solvency discussion (and long-term liabilities) into a scientific framework and is intended for researchers as well as practitioners in the financial and actuarial industry, especially those in charge of internal risk management systems. Readers should have a good background in probability theory and statistics, and should be familiar with popular distributions, stochastic processes, martingales, etc.
Encyclopedia Of Data Science And Machine Learning
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Author : Wang, John
language : en
Publisher: IGI Global
Release Date : 2023-01-20
Encyclopedia Of Data Science And Machine Learning written by Wang, John and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-01-20 with Computers categories.
Big data and machine learning are driving the Fourth Industrial Revolution. With the age of big data upon us, we risk drowning in a flood of digital data. Big data has now become a critical part of both the business world and daily life, as the synthesis and synergy of machine learning and big data has enormous potential. Big data and machine learning are projected to not only maximize citizen wealth, but also promote societal health. As big data continues to evolve and the demand for professionals in the field increases, access to the most current information about the concepts, issues, trends, and technologies in this interdisciplinary area is needed. The Encyclopedia of Data Science and Machine Learning examines current, state-of-the-art research in the areas of data science, machine learning, data mining, and more. It provides an international forum for experts within these fields to advance the knowledge and practice in all facets of big data and machine learning, emphasizing emerging theories, principals, models, processes, and applications to inspire and circulate innovative findings into research, business, and communities. Covering topics such as benefit management, recommendation system analysis, and global software development, this expansive reference provides a dynamic resource for data scientists, data analysts, computer scientists, technical managers, corporate executives, students and educators of higher education, government officials, researchers, and academicians.
Annual Report
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Author : United States. Housing and Home Finance Agency
language : en
Publisher:
Release Date : 1951
Annual Report written by United States. Housing and Home Finance Agency and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1951 with Housing categories.
Sustainable Investing And Environmental Markets
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Author : Richard L. Sandor
language : en
Publisher: World Scientific Publishing Company Incorporated
Release Date : 2014-10
Sustainable Investing And Environmental Markets written by Richard L. Sandor and has been published by World Scientific Publishing Company Incorporated this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-10 with Business & Economics categories.
A Brief Survey of Environmental Asset Classes; Market Failures and Policy Responses; Acid Rain Pollutants as an Asset Class; Greenhouse Gas Pollutants as an Asset Class; Emerging Geographies for Greenhouse Gas Emissions Markets; Forest Carbon as an Asset Class; Clean Energy Markets and Their Associated Asset Classes; Water Markets and Their Associated Asset Classes; Markets for Water Quality-Nutrient Trading; Sustainable Fisheries Management and Its Associated Asset Classes; Weather Risks and Associated Asset Classes; Sustainability and Associated Asset Classes; Conclusion: You Can Put a Price on Nature;
Lightning Protection Guide
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Author : Dehn + Söhne (Neumarkt i.d. OPf.)
language : en
Publisher:
Release Date : 2014
Lightning Protection Guide written by Dehn + Söhne (Neumarkt i.d. OPf.) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.