Sustainable Asset Accumulation and Dynamic Portfolio Decisions

Sustainable Asset Accumulation and Dynamic Portfolio Decisions by Carl Chiarella, Willi Semmler, Chih-Ying Hsiao, Lebogang Mateane.

This book examines sustainable wealth formation and dynamic decision-making. The global economy experienced a veritable meltdown of asset markets in the years 2007-9, where many funds were overexposed to risky returns and suffered considerable losses. On the other hand, the long-term upswing in the...

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Bibliographic Details
Main Authors: Chiarella, Carl (Author), Semmler, Willi (Author), Hsiao, Chih-Ying (Author), Mateane, Lebogang (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:Dynamic Modeling and Econometrics in Economics and Finance, 18
Springer eBook Collection.
Subjects:
Macroeconomics.
Personal finance.
Pension plans.
Economics, Mathematical .
Economic theory.
Operations research.
Decision making.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 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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