Universität Rostock, 2010
https://doi.org/10.18453/rosdok_id00000692
Abstract: This 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.
Dissertation
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Das Werk darf ausschließlich nach den vom deutschen Urheberrechtsgesetz festgelegten Bedingungen genutzt werden.