| Description |
1 online resource (313 pages) |
| Contents |
""Preface""; ""Acknowledgments""; ""Table of Contents""; ""List of Figures""; ""List of Tables""; ""Nomenclature""; ""Introduction""; ""About the Content of the Work""; ""About the Organization of This Dissertation""; ""Original Theses""; ""Main Original Thesis""; ""Secondary Original Thesis""; ""Additional Original Theses""; ""Publications by the Author""; ""Refereed Publications""; ""Theses, Technical Reports""; ""Other Publications""; ""I The Starters: Existing Literature""; ""Portfolio Selection""; ""Introduction""; ""Chronological Overview""; ""Homo Rationalis: XVII -- XIXth Century"" |
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""Behavioural Evidence and Thinking: 1750 till 1950""""Rational Portfolio Theories (1950s and 1960s)""; ""Upcoming challengers from Psychology: the 1970s and the early 1980s""; ""First Signs of Acceptance for Behavioural Finance: 1985""; ""Towards Acceptance of Behavioural Finance Among Scholars (1985 -- 2000)""; ""2002: an Excellent Behavioural Finance Year""; ""Efforts to Bring the Major Paradigms Closer to Each Other""; ""An Interpretation of the Milestones""; ""Open Questions and Remaining Paradoxes""; ""Financial Risk""; ""Introduction""; ""A Risk Metric Relative to an Investment Target"" |
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""Value at Risk (VaR)""""Coherent Risk Measures""; ""The Definition of Coherent Risk Measures""; ""How Much Coherence is Coherent?""; ""Expected Shortfall""; ""Alternatives for ES""; ""II The Main Courses: New Theories""; ""Maslowian Portfolio Theory � (MaPT)""; ""Introduction""; ""The Different Need Levels""; ""Physiological level""; ""Safety needs""; ""Love needs""; ""Esteem needs""; ""Need for self-actualisation""; ""Preliminary Results and Further Research""; ""Risk profiles""; ""From a descriptive portfolio theory to a normative one""; ""Similar or a More Refined Theory than BPT?"" |
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""Conclusion""""Target Oriented Investment Advice � (TOIA)""; ""Filling up the Pyramid""; ""Target Oriented Investment Advice""; ""Level Specific Advice: Portfolio Genesis""; ""Level 1: Physiological Needs""; ""Level 2: Safety Needs""; ""Level 3: Love/belonging Needs""; ""Level 4: Esteem Needs""; ""Level 5: Need for Self-Actualisation""; ""Portfolio Optimization""; ""A Mathematical Formulation of TOIA""; ""Proposition of a Simple Bottom Up Method""; ""The General Principles of the Method""; ""Portfolio Selection for Each Sub-Portfolio""; ""Estimation of the Necessary Parameters"" |
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""Return""""Covariance Matrix""; ""the probability level alpha""; ""Maximum level of Expected Shortfall""; ""The parameters of a composite portfolio""; ""Multiple Investment Horizons""; ""Example: the Normal Distribution""; ""The Results: Some Examples""; ""Example: Investment Problem 0: Isolated Investment""; ""Example: Investment Problem 1: Single Investment During Time T""; ""Example: Investment Problem 2: saving""; ""Example: Investment Problem 3: complex case""; ""Example: Investment Problem 4: retirement""; ""What if There Exists a Non-Stochastic Asset"" |
| Notes |
""III The Deserts: Broadening the Scope"" |
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Print version record |
| Subject |
Portfolio management.
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Asset allocation.
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Asset allocation
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Portfolio management
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| Form |
Electronic book
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| ISBN |
9789054878971 |
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9054878975 |
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