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Allocation Models
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Book Synopsis Allocation Models and their Use in Economic Planning by : Aaart R. Heesterman
Download or read book Allocation Models and their Use in Economic Planning written by Aaart R. Heesterman and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Three different lines of approach have contributed to the theory of optimal planning. One approach considers the problem from the view-point of a national government and its adviser, the econometrician planning speci alist. The government can, if this is thought to be desirable, stimulate investment in certain directions and discourage other economic activities. By various fiscal devices, it can influence both the total level and the distribution of investment funds over different sectors of production. Also, in many countries, a public agency plays some kind of coordinat ing role in the formulation of long-term plans for output by the enter prises sector; this may range from administrative direction in so-called centrally planned economies, to persuasion and advice in 'capitalist' economies. Accordingly, the public planner wishes to know what dis tribution of the nation's resources would be 'optimal'. This leads to the construction of various models which may be described under the general heading 'input-output type models'. This type of model has been largely developed by practitioners, among whom Sandee [B2] is probably the most outstanding and the earliest. A later, well-developed example of a model based on this approach is, for example, the Czech model by Cerny et al. [Bl]. A second approach considers the problem from the point of view of the private entrepreneur and his adviser, the manager and financial accountant.
Book Synopsis The Modern Endowment Allocation Model by : Martin L. Leibowitz
Download or read book The Modern Endowment Allocation Model written by Martin L. Leibowitz and published by John Wiley and Sons. This book was released on 2011-09-14 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors of The Endowment Model of Investing provide an overview in this chapter of the traditional versus modern methods of endowment investing as a basis for understanding diversification and managing equities for endowments today. It is meant as a brief introduction to the topic and book. Discussed is how the tradition of the long term policy portfolio with relatively fixed asset categories was at one point ubiquitous in the endowment and foundation World but how now with increased market volatility and the appearance of attractive new asset classes, this tradition of overly rigid allocations and fixed asset buckets is questioned and put into old news. The late Peter L. Bernstein was one of the earliest and most articulate authors arguing for a rethinking of the policy portfolio concept. This chapter includes topics on: Institutions working in a more flexible fashion with allocations wider allocation bands using assets that do not necessarily fit into the traditional categories
Book Synopsis Allocation Models by : Ronald Bewley
Download or read book Allocation Models written by Ronald Bewley and published by Ballinger Publishing Company. This book was released on 1986 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Internal Credit Risk Models by : Michael K. Ong
Download or read book Internal Credit Risk Models written by Michael K. Ong and published by Risk Publications. This book was released on 1999 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: A practical, accessible step-by-step analysis of the theory and practicalities of credit risk measurement and management.
Book Synopsis Choice and Allocation Models for the Housing Market by : J. Rouwendal
Download or read book Choice and Allocation Models for the Housing Market written by J. Rouwendal and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is generally agreed that food, clothing and shelter are the three basic material needs of all people. A simple test for the successfulness of any economic system may therefore be the extent to which it succeeds in providing the population with these commodities. One would conjecture that in the countries that are generally considered as highly developed there would be no problems at all with their availability. And although this conjecture is to a large extent, confirmed by the evidence, it is nevertheless surprising that in western economies with the high per capita incomes housing is still an important object for public concern. Food and clothing are abundantly available in these countries, but the provision of housing is often an object of serious policy concern. To mention one striking example : in the Netherlands there still exist official figures that mention housing shortages of ten thousends of dwellings. This state of affairs is not mentioned here to motivate an exaggerated view on housing problems in Western countries. The situation in the Netherlands and comparable countries is indeed much better than that in underdeveloped countries and a comparison with developing countries would presumably show figures which are comparable to those for food or clothing. The point I want to make is that even in highly developed market economies where the availability of food and clothing is quite satisfactory, the availability of dwellings often is not.
Book Synopsis Equitable Resource Allocation by : Hanan Luss
Download or read book Equitable Resource Allocation written by Hanan Luss and published by John Wiley & Sons. This book was released on 2012-09-11 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: A unique book that specifically addresses equitable resource allocation problems with applications in communication networks, manufacturing, emergency services, and more Resource allocation problems focus on assigning limited resources in an economically beneficial way among competing activities. Solutions to such problems affect people and everyday activities with significant impact on the private and public sectors and on society at large. Using diverse application areas as examples, Equitable Resource Allocation: Models, Algorithms, and Applications provides readers with great insight into a topic that is not widely known in the field. Starting with an overview of the topics covered, the book presents a large variety of resource allocation models with special mathematical structures and provides elegant, efficient algorithms that compute optimal solutions to these models. Authored by one of the leading researchers in the field, Equitable Resource Allocation: Is the only book that provides a comprehensive exposition of equitable resource allocation problems Presents a collection of resource allocation models with applications in communication networks, transportation, content distribution, manufacturing, emergency services, and more Exhibits practical algorithms for solving a variety of resource allocation models Uses real-world applications and examples to explain important concepts Includes end-of-chapter exercises Bringing together much of the equitable resource allocation research from the past thirty years, this book is a valuable reference for anyone interested in solving diverse optimization problems.
Book Synopsis Adaptive Asset Allocation by : Adam Butler
Download or read book Adaptive Asset Allocation written by Adam Butler and published by John Wiley & Sons. This book was released on 2016-02-02 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: Build an agile, responsive portfolio with a new approach to global asset allocation Adaptive Asset Allocation is a no-nonsense how-to guide for dynamic portfolio management. Written by the team behind Gestaltu.com, this book walks you through a uniquely objective and unbiased investment philosophy and provides clear guidelines for execution. From foundational concepts and timing to forecasting and portfolio optimization, this book shares insightful perspective on portfolio adaptation that can improve any investment strategy. Accessible explanations of both classical and contemporary research support the methodologies presented, bolstered by the authors' own capstone case study showing the direct impact of this approach on the individual investor. Financial advisors are competing in an increasingly commoditized environment, with the added burden of two substantial bear markets in the last 15 years. This book presents a framework that addresses the major challenges both advisors and investors face, emphasizing the importance of an agile, globally-diversified portfolio. Drill down to the most important concepts in wealth management Optimize portfolio performance with careful timing of savings and withdrawals Forecast returns 80% more accurately than assuming long-term averages Adopt an investment framework for stability, growth, and maximum income An optimized portfolio must be structured in a way that allows quick response to changes in asset class risks and relationships, and the flexibility to continually adapt to market changes. To execute such an ambitious strategy, it is essential to have a strong grasp of foundational wealth management concepts, a reliable system of forecasting, and a clear understanding of the merits of individual investment methods. Adaptive Asset Allocation provides critical background information alongside a streamlined framework for improving portfolio performance.
Book Synopsis Strategic Asset Allocation by : John Y. Campbell
Download or read book Strategic Asset Allocation written by John Y. Campbell and published by OUP Oxford. This book was released on 2002-01-03 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Academic finance has had a remarkable impact on many financial services. Yet long-term investors have received curiously little guidance from academic financial economists. Mean-variance analysis, developed almost fifty years ago, has provided a basic paradigm for portfolio choice. This approach usefully emphasizes the ability of diversification to reduce risk, but it ignores several critically important factors. Most notably, the analysis is static; it assumes that investors care only about risks to wealth one period ahead. However, many investors—-both individuals and institutions such as charitable foundations or universities—-seek to finance a stream of consumption over a long lifetime. In addition, mean-variance analysis treats financial wealth in isolation from income. Long-term investors typically receive a stream of income and use it, along with financial wealth, to support their consumption. At the theoretical level, it is well understood that the solution to a long-term portfolio choice problem can be very different from the solution to a short-term problem. Long-term investors care about intertemporal shocks to investment opportunities and labor income as well as shocks to wealth itself, and they may use financial assets to hedge their intertemporal risks. This should be important in practice because there is a great deal of empirical evidence that investment opportunities—-both interest rates and risk premia on bonds and stocks—-vary through time. Yet this insight has had little influence on investment practice because it is hard to solve for optimal portfolios in intertemporal models. This book seeks to develop the intertemporal approach into an empirical paradigm that can compete with the standard mean-variance analysis. The book shows that long-term inflation-indexed bonds are the riskless asset for long-term investors, it explains the conditions under which stocks are safer assets for long-term than for short-term investors, and it shows how labor income influences portfolio choice. These results shed new light on the rules of thumb used by financial planners. The book explains recent advances in both analytical and numerical methods, and shows how they can be used to understand the portfolio choice problems of long-term investors.
Book Synopsis Fire Service Location-allocation Models by : Donald R. Colner
Download or read book Fire Service Location-allocation Models written by Donald R. Colner and published by . This book was released on 1973 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Allocation Models and their Use in Economic Planning by : Art R. Heesterman
Download or read book Allocation Models and their Use in Economic Planning written by Art R. Heesterman and published by Springer. This book was released on 2011-12-09 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: Three different lines of approach have contributed to the theory of optimal planning. One approach considers the problem from the view-point of a national government and its adviser, the econometrician planning speci alist. The government can, if this is thought to be desirable, stimulate investment in certain directions and discourage other economic activities. By various fiscal devices, it can influence both the total level and the distribution of investment funds over different sectors of production. Also, in many countries, a public agency plays some kind of coordinat ing role in the formulation of long-term plans for output by the enter prises sector; this may range from administrative direction in so-called centrally planned economies, to persuasion and advice in 'capitalist' economies. Accordingly, the public planner wishes to know what dis tribution of the nation's resources would be 'optimal'. This leads to the construction of various models which may be described under the general heading 'input-output type models'. This type of model has been largely developed by practitioners, among whom Sandee [B2] is probably the most outstanding and the earliest. A later, well-developed example of a model based on this approach is, for example, the Czech model by Cerny et al. [Bl]. A second approach considers the problem from the point of view of the private entrepreneur and his adviser, the manager and financial accountant.
Book Synopsis Allocation in Networks by : Jens Leth Hougaard
Download or read book Allocation in Networks written by Jens Leth Hougaard and published by MIT Press. This book was released on 2018-11-06 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive overview of networks and economic design, presenting models and results drawn from economics, operations research, and computer science; with examples and exercises. This book explores networks and economic design, focusing on the role played by allocation rules (revenue and cost-sharing schemes) in creating and sustaining efficient network solutions. It takes a normative approach, seeking economically efficient network solutions sustained by distributional fairness, and considers how different ways of allocating liability affect incentives for network usage and development. The text presents an up-to-date overview of models and results currently scattered over several strands of literature, drawing on economics, operations research, and computer science. The book's analysis of allocation problems includes such classic models from combinatorial optimization as the minimum cost spanning tree and the traveling salesman problem. It examines the planner's ability to design mechanisms that will implement efficient network structures, both in large decentralized networks and when there is user-agent information asymmetry. Offering systematic theoretical analyses of various compelling allocation rules in cases of fixed network structures as well as discussions of network design problems, the book covers such topics as tree-structured distribution systems, routing games, organizational hierarchies, the “price of anarchy,” mechanism design, and efficient implementation. Appropriate as a reference for practitioners in network regulation and the network industry or as a text for graduate students, the book offers numerous illustrative examples and end-of-chapter exercises that highlight the concepts and methods presented.
Book Synopsis Allocation Model for Firefighting Resources-- a Progress Report by : Frederick W. Bratten
Download or read book Allocation Model for Firefighting Resources-- a Progress Report written by Frederick W. Bratten and published by . This book was released on 1970 with total page 6 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Factor Investing and Asset Allocation: A Business Cycle Perspective by : Vasant Naik
Download or read book Factor Investing and Asset Allocation: A Business Cycle Perspective written by Vasant Naik and published by CFA Institute Research Foundation. This book was released on 2016-12-30 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Risk and Asset Allocation by : Attilio Meucci
Download or read book Risk and Asset Allocation written by Attilio Meucci and published by Springer Science & Business Media. This book was released on 2009-05-22 with total page 547 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discusses in the practical and theoretical aspects of one-period asset allocation, i.e. market Modeling, invariants estimation, portfolia evaluation, and portfolio optimization in the prexence of estimation risk The book is software based, many of the exercises simulate in Matlab the solution to practical problems and can be downloaded from the book's web-site
Book Synopsis Multi-moment Asset Allocation and Pricing Models by : Emmanuel Jurczenko
Download or read book Multi-moment Asset Allocation and Pricing Models written by Emmanuel Jurczenko and published by John Wiley & Sons. This book was released on 2006-10-27 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelming empirical evidence shows otherwise. Indeed, most of the asset returns exhibit “fat-tails” distributions and investors exhibit asymmetric preferences. These empirical findings lead to the development of a new area of research dedicated to the introduction of higher order moments in portfolio theory and asset pricing models. Multi-moment asset pricing is a revolutionary new way of modeling time series in finance which allows various degrees of long-term memory to be generated. It allows risk and prices of risk to vary through time enabling the accurate valuation of long-lived assets. This book presents the state-of-the art in multi-moment asset allocation and pricing models and provides many new developments in a single volume, collecting in a unified framework theoretical results and applications previously scattered throughout the financial literature. The topics covered in this comprehensive volume include: four-moment individual risk preferences, mathematics of the multi-moment efficient frontier, coherent asymmetric risks measures, hedge funds asset allocation under higher moments, time-varying specifications of (co)moments and multi-moment asset pricing models with homogeneous and heterogeneous agents. Written by leading academics, Multi-moment Asset Allocation and Pricing Models offers a unique opportunity to explore the latest findings in this new field of research.
Book Synopsis The Modern Endowment Allocation Model by : Leibowitz
Download or read book The Modern Endowment Allocation Model written by Leibowitz and published by John Wiley & Sons. This book was released on 2011-01-26 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Derived from: Leibowitz, Martin L. The endowment model of investing: return, risk, and diversification. Hoboken, N.J.: John Wiley & Sons, 2010.
Book Synopsis Asset Allocation and Private Markets by : Cyril Demaria
Download or read book Asset Allocation and Private Markets written by Cyril Demaria and published by John Wiley & Sons. This book was released on 2021-04-19 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: The comprehensive guide to private market asset allocation Asset Allocation and Private Markets provides institutional investors, such as pension funds, insurance groups and family offices, with a single-volume authoritative resource on including private markets in strategic asset allocation. Written by four academic and practitioner specialists, this book provides the background knowledge investors need, coupled with practical advice from experts in the field. The discussion focuses on private equity, private debt and private real assets, and their correlation with other asset classes to establish optimized investment portfolios. Armed with the grounded and critical perspectives provided in this book, investors can tailor their portfolio and effectively allocate assets to traditional and private markets in their best interest. In-depth discussion of return, risks, liquidity and other factors of asset allocation takes a more practical turn with guidance on allocation construction and capital deployment, the “endowment model,” and hedging — or lack thereof. Unique in the depth and breadth of information on this increasingly attractive asset class, this book is an invaluable resource for investors seeking new strategies. Discover alternative solutions to traditional asset allocation strategies Consider attractive returns of private markets Delve into private equity, private debt and private real assets Gain expert perspectives on correlation, risk, liquidity, and portfolio construction Private markets represent a substantial proportion of global wealth. Amidst disappointing returns from stocks and bonds, investors are increasingly looking to revitalise traditional asset allocation strategies by weighting private market structures more heavily in their portfolios. Pension fund and other long-term asset managers need deeper information than is typically provided in tangential reference in broader asset allocation literature; Asset Allocation and Private Markets fills the gap, with comprehensive information and practical guidance.
