User: Guest  Login
Document type:
Masterarbeit 
Author(s):
Rösch, Christoph 
Title:
Asset Liability Management in Financial Planning 
Abstract:
In this work we study several models that manage the asset and liability needs of an individual investor in an integrated fashion. The models are tested using typical assets of household portfolios including real estate for both the case of stochastic and deterministic liabilities. Most of the investment models suggest to heavily invest in real estate which is conforming with empirical research on the composition on household portfolios. The performance results indicate that the models perform b...    »
 
Advisor:
Prof. Dr. Kah Hwa Ng 
Referee:
Prof. Dr. Rudi Zagst 
Year:
2007 
Language:
en 
Notes:
Elitestudiengang FIM 
University:
Technische Universität München 
Faculty:
Fakultät für Mathematik 
Format:
Text