Sustainable Asset Accumulation and Dynamic Portfolio Decisions

Carl Chiarella, Willi Semmler, Chih-Ying Hsiao () and Lebogang Mateane
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Chih-Ying Hsiao: University of Technology

in Dynamic Modeling and Econometrics in Economics and Finance from Springer, currently edited by Stefan Mittnik and Willi Semmler

Date: 2016
ISBN: 978-3-662-49229-1
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Chapters in this book:

Ch Chapter 1 Introduction

Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane

Ch Chapter 2 Forecasting and Low Frequency Movements of Asset Returns

Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane

Ch Chapter 3 Portfolio Modeling with Sustainability Constraints

Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane

Ch Chapter 4 Dynamic Saving and Portfolio Decisions-Theory

Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane

Ch Chapter 5 Asset Accumulation with Estimated Low Frequency Movements of Asset Returns

Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane

Ch Chapter 6 Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income

Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane

Ch Chapter 7 Continuous and Discrete Time Modeling

Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane

Ch Chapter 8 Asset Accumulation and Portfolio Decisions Under Inflation Risk

Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane

Ch Chapter 9 Concluding Remarks

Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane

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DOI: 10.1007/978-3-662-49229-1

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