mycoreobjectrosdok_disshab_0000000478rosdok_disshab_0000000478rosdokdisshabrosdok_derivate_00000043472023-08-08T10:01:56.350Z2010-07-16T12:17:53.758Zadministratorpublished1rosdok_derivate_0000004347truetruederivate_types:fulltextVolltextfulltextwf_edit_epub wf_register_epubstate:publishedstate:publishedveröffentlichtpublishedrosdok/id00000692688277268MODS updated during RosDok migration in June 2021DissertationHochschulschrift141863315HaifengHa1981-VerfasserInautMarkowitz Theory–Based Asset Allocation Strategies with Special Regard to Private Wealth ManagementenProf. Dr. rer. nat.WilfriedSiebeAkademischeR BetreuerIndgsProf. Dr. Dr. h.c.DirkLinowskiAkademischeR BetreuerIndgs2140292-9Universität RostockWirtschafts- und Sozialwissenschaftliche FakultätGrad-verleihende Institutiondgg10.18453/rosdok_id00000692http://purl.uni-rostock.de/rosdok/id00000692urn:nbn:de:gbv:28-diss2010-0111-2330 WirtschaftWirtschafts- und Sozialwissenschaftliche Fakultätfrei zugänglich (Open Access)Lizenz Metadaten: CC0Nutzungsrechte erteiltalle Rechte vorbehaltenUniversität RostockRostock2010monographic20102010Universitätsbibliothek RostockRostock20102010This dissertation concentrates on portfolio optimization problems in asset allocation strategies with special focus on Private Wealth Management. The research is incorporated in the framework of both utility theory and the Markowitz model. Using monthly returns of ten different indices from seven asset classes recorded from 1996 to 2007, this dissertation shows that utility maximization for portfolio optimization problems based on quadratic utility and other popular but more difficult utility functions leads to similar results.Markowitz modelutility theoryasset allocation strategyprivate wealth managementUniversitätsbibliothek Rostockhttp://purl.uni-rostock.de/rosdok/id00000692doctype:epubdoctype:epubDokumenttypDocument typedoctype:epub.dissertationdoctype:epub.dissertationDissertationdoctoral thesisdiniPublType:doctoralThesis diniPublType2022:PhDThesis XMetaDissPlusThesisLevel:thesis.doctoralinfo:eu-repo/semantics/doctoralThesisdocumentnatureOfContent:ppn_105825778natureOfContent:ppn_105825778HochschulschriftdiniPublType2022:DoctoralThesisdiniPublType2022:DoctoralThesisDissertation oder HabilitationDoctoral thesisDRIVERdiniPublType2022:PhDThesisdiniPublType2022:PhDThesisDissertationPhD thesisKDSF (Pu34)XMetaDissPlusThesisLevel:thesis.doctoralXMetaDissPlusThesisLevel:thesis.doctoralDoktorarbeitdoctoral thesisrfc5646:enrfc5646:enEnglischEnglishengengSDNB:330SDNB:330330 Wirtschaft330 Economicsinstitution:unirostockinstitution:unirostockUniversität RostockUniversity of RostockUniversität RostockUniversität RostockUni.Rostockhttp://d-nb.info/gnd/38329-6institution:unirostock.wsfinstitution:unirostock.wsfWirtschafts- und Sozialwissenschaftliche FakultätFaculty of Economics and Social SciencesUniversität Rostock. Wirtschafts- und Sozialwissenschaftliche FakultätWirtschafts- und Sozial-<br />wissenschaftliche FakultätUni.Rostock.Fakultaet.WIWIhttp://d-nb.info/gnd/2140292-9accesscondition:openaccessaccesscondition:openaccessfrei zugänglich (Open Access)open accesshttp://purl.org/coar/access_right/c_abf2OAfreeinfo:eu-repo/semantics/openAccess[DE-28]Open Access$gControlled Vocabulary for Access Rights$uhttp://purl.org/coar/access_right/c_abf2licenseinfo:metadatalicenseinfo:metadataLizenzen für Metadatenlicenseinfo:metadata.cc0licenseinfo:metadata.cc0Lizenz Metadaten: CC0license metadata: CC0/creativecommons/p/zero/1.0/88x31.pnghttps://creativecommons.org/publicdomain/zero/1.0/licenseinfo:depositlicenseinfo:depositVeröffentlichungsgenehmigungpermission to storelicenseinfo:deposit.rightsgrantedlicenseinfo:deposit.rightsgrantedNutzungsrechte erteiltrights grantedlicenseinfo:worklicenseinfo:workWerkworklicenseinfo:work.rightsreservedlicenseinfo:work.rightsreservedalle Rechte vorbehaltenall rights reserved/creativecommons/r/reserved/0.9/88x31.png[DE-28]Urheberrechtsschutz 1.0$gRights Statements$uhttp://rightsstatements.org/vocab/InC/1.0/http://rightsstatements.org/vocab/InC/1.0/http://rightsstatements.org/vocab/InC/1.0/Markowitz Theory–Based Asset Allocation Strategies with Special Regard to Private Wealth ManagementMarkowitz Theory–Based Asset Allocation Strategies with Special Regard to Private Wealth Managementgnd:141863315gnd:2140292-9gnd:141863315gnd:2140292-9rosdok_disshab_0000000478-d2114265e39gnd:141863315Haifeng HaHaifeng Harosdok_disshab_0000000478-d2114265e60Prof. Dr. rer. nat. Wilfried SiebeProf. Dr. rer. nat. Wilfried Sieberosdok_disshab_0000000478-d2114265e72Prof. Dr. Dr. h.c. Dirk LinowskiProf. Dr. Dr. h.c. Dirk Linowskirosdok_disshab_0000000478-d2114265e84gnd:2140292-9Universität Rostock Wirtschafts- und Sozialwissenschaftliche FakultätUniversität Rostock Wirtschafts- und Sozialwissenschaftliche FakultätHaifeng HaProf. Dr. rer. nat. Wilfried SiebeProf. Dr. Dr. h.c. Dirk LinowskiUniversität Rostock Wirtschafts- und Sozialwissenschaftliche FakultätHaifeng HaProf. Dr. rer. nat. Wilfried SiebeProf. Dr. Dr. h.c. Dirk LinowskiUniversität Rostock Wirtschafts- und Sozialwissenschaftliche FakultätHaifeng HaRostockUniversität Rostockepub.dissertation10.18453/rosdok_id00000692http://purl.uni-rostock.de/rosdok/id00000692urn:nbn:de:gbv:28-diss2010-0111-2Markowitz modelutility theoryasset allocation strategyprivate wealth managementThis dissertation concentrates on portfolio optimization problems in asset allocation strategies with special focus on Private Wealth Management. The research is incorporated in the framework of both utility theory and the Markowitz model. Using monthly returns of ten different indices from seven asset classes recorded from 1996 to 2007, this dissertation shows that utility maximization for portfolio optimization problems based on quadratic utility and other popular but more difficult utility functions leads to similar results.20102010epub.dissertation1 Dissertation_Ha_2010.pdf 1126766 dc52b844f4d77fbb1ff88f72e1e14627 rosdok/id00000692688277268MODS updated during RosDok migration in June 2021DissertationHochschulschrift141863315HaifengHa1981-VerfasserInautMarkowitz Theory–Based Asset Allocation Strategies with Special Regard to Private Wealth ManagementenProf. Dr. rer. nat.WilfriedSiebeAkademischeR BetreuerIndgsProf. Dr. Dr. h.c.DirkLinowskiAkademischeR BetreuerIndgs2140292-9Universität RostockWirtschafts- und Sozialwissenschaftliche FakultätGrad-verleihende Institutiondgg10.18453/rosdok_id00000692http://purl.uni-rostock.de/rosdok/id00000692urn:nbn:de:gbv:28-diss2010-0111-2330 WirtschaftWirtschafts- und Sozialwissenschaftliche Fakultätfrei zugänglich (Open Access)Lizenz Metadaten: CC0Nutzungsrechte erteiltalle Rechte vorbehaltenUniversität RostockRostock2010monographic20102010Universitätsbibliothek RostockRostock20102010This dissertation concentrates on portfolio optimization problems in asset allocation strategies with special focus on Private Wealth Management. The research is incorporated in the framework of both utility theory and the Markowitz model. Using monthly returns of ten different indices from seven asset classes recorded from 1996 to 2007, this dissertation shows that utility maximization for portfolio optimization problems based on quadratic utility and other popular but more difficult utility functions leads to similar results.Markowitz modelutility theoryasset allocation strategyprivate wealth managementUniversitätsbibliothek Rostockhttp://purl.uni-rostock.de/rosdok/id00000692 2010-07-16T12:17:53.758Z 2023-08-08T10:01:56.350Z 2023-08-18T10:01:56.354Z {"identifier":"rosdok/id00000692","type":"local_id","additional":"","service":"MCRLocalID","created":"2018-06-30T12:45:49.202Z"} {"identifier":"http://purl.uni-rostock.de/rosdok/id00000692","type":"purl","additional":"","service":"RosDokPURL","created":"2018-06-30T12:45:49.399Z","registered":"2018-06-30T12:45:49.399Z"} {"identifier":"10.18453/rosdok_id00000692","type":"doi","additional":"","service":"RosDokDOI","created":"2018-06-30T12:45:50.774Z","registered":"2018-06-30T12:45:50.774Z"} {"identifier":"urn:nbn:de:gbv:28-diss2010-0111-2","type":"dnbUrn","additional":"","service":"RosDokURN","created":"2018-06-30T12:45:49.206Z","registered":"2012-03-10T03:27:27.960Z"} administratorfulltextfile/rosdok_disshab_0000000478/rosdok_derivate_0000004347/Dissertation_Ha_2010.pdfMarkowitz Theory–Based Asset Allocation Strategies with Special Regard to Private Wealth ManagementMarkowitz Theory–Based Asset Allocation Strategies with Special Regard to Private Wealth Managementgnd:141863315gnd:2140292-9gnd:141863315gnd:2140292-9rosdok_disshab_0000000478-d2114265e39gnd:141863315Haifeng HaHaifeng Harosdok_disshab_0000000478-d2114265e60Prof. Dr. rer. nat. Wilfried SiebeProf. Dr. rer. nat. Wilfried Sieberosdok_disshab_0000000478-d2114265e72Prof. Dr. Dr. h.c. Dirk LinowskiProf. Dr. Dr. h.c. Dirk Linowskirosdok_disshab_0000000478-d2114265e84gnd:2140292-9Universität Rostock Wirtschafts- und Sozialwissenschaftliche FakultätUniversität Rostock Wirtschafts- und Sozialwissenschaftliche FakultätHaifeng HaProf. Dr. rer. nat. Wilfried SiebeProf. Dr. Dr. h.c. Dirk LinowskiUniversität Rostock Wirtschafts- und Sozialwissenschaftliche FakultätHaifeng HaProf. Dr. rer. nat. Wilfried SiebeProf. Dr. Dr. h.c. Dirk LinowskiUniversität Rostock Wirtschafts- und Sozialwissenschaftliche FakultätHaifeng HaRostockUniversität Rostockepub.dissertation10.18453/rosdok_id00000692http://purl.uni-rostock.de/rosdok/id00000692urn:nbn:de:gbv:28-diss2010-0111-2Markowitz modelutility theoryasset allocation strategyprivate wealth managementThis dissertation concentrates on portfolio optimization problems in asset allocation strategies with special focus on Private Wealth Management. The research is incorporated in the framework of both utility theory and the Markowitz model. Using monthly returns of ten different indices from seven asset classes recorded from 1996 to 2007, this dissertation shows that utility maximization for portfolio optimization problems based on quadratic utility and other popular but more difficult utility functions leads to similar results.20102010[xslt]Saxonrosdok/id00000692https://purl.uni-rostock.de/rosdok/id0000069268827726810.18453/rosdok_id00000692urn:nbn:de:gbv:28-diss2010-0111-2Haifeng HaHa HaifengMarkowitz Theory–Based Asset Allocation Strategies with Special Regard to Private Wealth ManagementDissertationdoctoral thesisUniversität Rostock, 2010This dissertation concentrates on portfolio optimization problems in asset allocation strategies with special focus on Private Wealth Management. The research is incorporated in the framework of both utility theory and the Markowitz model. Using monthly returns of ten different indices from seven…Haifeng HaMarkowitz Theory–Based Asset Allocation Strategies with Special Regard to Private Wealth ManagementUniversitätsbibliothek Rostockhttp://purl.uni-rostock.de/rosdok/id00000692141863315HaifengHa1981-VerfasserInautProf. Dr. rer. nat.WilfriedSiebeAkademischeR BetreuerIndgsProf. Dr. Dr. h.c.DirkLinowskiAkademischeR BetreuerIndgs2140292-9Universität RostockWirtschafts- und Sozialwissenschaftliche FakultätGrad-verleihende Institutiondgg[doi]10.18453/rosdok_id00000692[purl]http://purl.uni-rostock.de/rosdok/id00000692[urn]urn:nbn:de:gbv:28-diss2010-0111-2open_access20102010epoch:21th_centuryrfc5646:endoctype:epub.dissertationaccesscondition:openaccessSDNB:330institution:unirostock.wsfstate:published