Wissenschaftliche LiteraturDiversificationBWL
Eine Auswahl unserer Fachbücher
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Zum ShopKarin Tremp
Strategic Decision-Making
Top Management Team’s Dominant Logic and the Inherent Threat of Strategic Inertia
Schriftenreihe innovative betriebswirtschaftliche Forschung und Praxis
Why do companies — especially the most established ones — consistently struggle to meet changing market and technical conditions? Organizational researchers and particularly those focusing on strategic management have long been interested in identifying factors that lead companies to success or failure. Outside…
Behavioral StrategyDecision-MakingDiversificationDominant LogicGroupthinkManagerial CognitionMental ModelsRelatednessStrategic InertiaStrategic ManagementStrategisches Management
Zum ShopNicolas Heinrichs
Firm Valuation
Consistent Financial Planning and Corporate Diversification
Schriftenreihe innovative betriebswirtschaftliche Forschung und Praxis
The accurate valuation of firms is an elementary practical and theoretical issue. The author demonstrates how standard equity valuation models can be extended by broadening the consistent financial planning approach to account for non-ideal valuation conditions. He investigates how these extended valuation models…
Co-Movement of RevenueCorporate DiversificationCorporate FinanceDependence ModelingDividend Discount ModelFirm ValuationUnternehmensbewertungUnternehmensdiversifikation
Zum ShopChristof Wiechers
Optimization and Diversification of Risky Portfolios under Uncertainty
This work presents various extensions in the field of portfolio optimization from the statistical point of view. An investor wants to allocate his wealth among different risky assets and has historic price information about these assets as the only source of information. This historic information is only partially…
Asset AllocationBetriebswirtschaftslehreCRSP DatabaseDecision under UncertaintyDiversificationFinanzmangementMarket VariationNaive PortfolioNon-Parametric MethodsPortfolio OptimizationRisk ManagementRobust EstimationStatistical InferenceStatistikUngewissheitUS Stocks
Zum ShopTobias Wickern
Multiple Testing Problems in the Context of Modern Portfolio Theory
A multiple testing problem occurs when two or more related null hypotheses are tested simultaneously. The classical significance level, which refers to the type I error of an individual test problem, is not suitable for testing a family of hypotheses. This is due to the fact that more than one true null hypothesis…
Asset allocationBootstrap methodsCertainty equivalentFamilywise error rateFinanzierungslehreMarkowitzMinimum-Variance strategiesMultiple hypothesis testsMutual fund performanceNaive diversificationNormal-Inverse-Wishart modelPortfolio optimizationRisikomanagementSharpe ratioWirtschaftsstatistik