Matches in SemOpenAlex for { <https://semopenalex.org/work/W2655149027> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W2655149027 abstract "The existence of changing correlation structures needs to be taken into account when modelling an asset allocation situation. DEVA + (Dynamic Expectation Variance Analysis) is a multiperiod stochastic optimization approach to identify the optimal tactic and strategic asset allocation. The identified allocation strategies are efficient in a multiperiod context, i.e. under consideration of rebalancing activities, transaction costs, stochastic correlations and volatile financial markets. The dynamic asset allocation approach is designed for financial institutes, which have to fulfil a pension and insurance mandate (DEVA + L, where L stands for liability), and for investors, who want to assess their own asset allocation results against the background of the general market development (DEVA + B, where B stands for benchmark)." @default.
- W2655149027 created "2017-06-30" @default.
- W2655149027 creator A5028938587 @default.
- W2655149027 date "2008-01-01" @default.
- W2655149027 modified "2023-09-26" @default.
- W2655149027 title "DEVA+ (Dynamic Expectation Variance Analysis), Product Description" @default.
- W2655149027 hasPublicationYear "2008" @default.
- W2655149027 type Work @default.
- W2655149027 sameAs 2655149027 @default.
- W2655149027 citedByCount "0" @default.
- W2655149027 crossrefType "journal-article" @default.
- W2655149027 hasAuthorship W2655149027A5028938587 @default.
- W2655149027 hasConcept C10138342 @default.
- W2655149027 hasConcept C106159729 @default.
- W2655149027 hasConcept C117219021 @default.
- W2655149027 hasConcept C121955636 @default.
- W2655149027 hasConcept C139819358 @default.
- W2655149027 hasConcept C144133560 @default.
- W2655149027 hasConcept C149782125 @default.
- W2655149027 hasConcept C162118730 @default.
- W2655149027 hasConcept C162324750 @default.
- W2655149027 hasConcept C166957645 @default.
- W2655149027 hasConcept C17744445 @default.
- W2655149027 hasConcept C196083921 @default.
- W2655149027 hasConcept C199539241 @default.
- W2655149027 hasConcept C205649164 @default.
- W2655149027 hasConcept C2524010 @default.
- W2655149027 hasConcept C2775884135 @default.
- W2655149027 hasConcept C2777834853 @default.
- W2655149027 hasConcept C2779343474 @default.
- W2655149027 hasConcept C2780821815 @default.
- W2655149027 hasConcept C33923547 @default.
- W2655149027 hasConcept C38652104 @default.
- W2655149027 hasConcept C41008148 @default.
- W2655149027 hasConcept C76178495 @default.
- W2655149027 hasConcept C90673727 @default.
- W2655149027 hasConceptScore W2655149027C10138342 @default.
- W2655149027 hasConceptScore W2655149027C106159729 @default.
- W2655149027 hasConceptScore W2655149027C117219021 @default.
- W2655149027 hasConceptScore W2655149027C121955636 @default.
- W2655149027 hasConceptScore W2655149027C139819358 @default.
- W2655149027 hasConceptScore W2655149027C144133560 @default.
- W2655149027 hasConceptScore W2655149027C149782125 @default.
- W2655149027 hasConceptScore W2655149027C162118730 @default.
- W2655149027 hasConceptScore W2655149027C162324750 @default.
- W2655149027 hasConceptScore W2655149027C166957645 @default.
- W2655149027 hasConceptScore W2655149027C17744445 @default.
- W2655149027 hasConceptScore W2655149027C196083921 @default.
- W2655149027 hasConceptScore W2655149027C199539241 @default.
- W2655149027 hasConceptScore W2655149027C205649164 @default.
- W2655149027 hasConceptScore W2655149027C2524010 @default.
- W2655149027 hasConceptScore W2655149027C2775884135 @default.
- W2655149027 hasConceptScore W2655149027C2777834853 @default.
- W2655149027 hasConceptScore W2655149027C2779343474 @default.
- W2655149027 hasConceptScore W2655149027C2780821815 @default.
- W2655149027 hasConceptScore W2655149027C33923547 @default.
- W2655149027 hasConceptScore W2655149027C38652104 @default.
- W2655149027 hasConceptScore W2655149027C41008148 @default.
- W2655149027 hasConceptScore W2655149027C76178495 @default.
- W2655149027 hasConceptScore W2655149027C90673727 @default.
- W2655149027 hasLocation W26551490271 @default.
- W2655149027 hasOpenAccess W2655149027 @default.
- W2655149027 hasPrimaryLocation W26551490271 @default.
- W2655149027 hasRelatedWork W111598082 @default.
- W2655149027 hasRelatedWork W1512016678 @default.
- W2655149027 hasRelatedWork W1517304435 @default.
- W2655149027 hasRelatedWork W1531859783 @default.
- W2655149027 hasRelatedWork W1982800553 @default.
- W2655149027 hasRelatedWork W2000491757 @default.
- W2655149027 hasRelatedWork W2002662674 @default.
- W2655149027 hasRelatedWork W2013559867 @default.
- W2655149027 hasRelatedWork W2060955130 @default.
- W2655149027 hasRelatedWork W2094182977 @default.
- W2655149027 hasRelatedWork W2101631632 @default.
- W2655149027 hasRelatedWork W2159162135 @default.
- W2655149027 hasRelatedWork W2498706918 @default.
- W2655149027 hasRelatedWork W2589364585 @default.
- W2655149027 hasRelatedWork W2743760017 @default.
- W2655149027 hasRelatedWork W2774943593 @default.
- W2655149027 hasRelatedWork W3097674956 @default.
- W2655149027 hasRelatedWork W3121580365 @default.
- W2655149027 hasRelatedWork W42625437 @default.
- W2655149027 hasRelatedWork W1931068137 @default.
- W2655149027 isParatext "false" @default.
- W2655149027 isRetracted "false" @default.
- W2655149027 magId "2655149027" @default.
- W2655149027 workType "article" @default.