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Dokumenttyp:
Masterarbeit
Autor(en):
Rösch, Christoph
Titel:
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...     »
Betreuer:
Prof. Dr. Kah Hwa Ng
Gutachter:
Prof. Dr. Rudi Zagst
Jahr:
2007
Sprache:
en
Hinweise:
Elitestudiengang FIM
Hochschule / Universität:
Technische Universität München
Fakultät:
Fakultät für Mathematik
Format:
Text
 BibTeX