Strategic Asset Allocation for Central Bank's Management of Foreign Reserves: A New Approach

a benchmarking approach to optimal asset allocation for insurers and pension funds

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

a new approach to credibility premium for zero-inflated poisson models for panel data

هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...

Strategic asset allocation with heterogeneous beliefs

We study how the presence of long term investors using di¤erent return forecasting strategies and switching them based on their past performance generates the price trends observed in …nancial markets. In the empirical section, we assume that investors choose how to allocate their portfolios among four major stock indices: Dow Jones, FTSE, Nikkei and Hang Seng. The exercise shows that a decreas...

Desigining strategic management model for primary prevention of addiction a cultural approach, Diversification

This study aimed to design a strategic management model for primary prevention of addiction with a cultural approach. From this point of view, using a consecutive exploratory (qualitative-quantitative) design, it has attempted to evaluate the factors and finally formulate a strategic management model of primary prevention of addiction with a cultural approach. Thus, in the Delphi phase with the...

Strategic asset management of power networks