Leseliste Top 5: Controlling &; Kreativität

Praxis / MagazinTitelthema

Leseliste Top 5: Controlling &; Kreativit?t     

Über die Parallelität von Zeitreihen

Ohne Zusammenfassung Alle mit dieser Arbeit zusammenh?ngenden Berechnungen wurden vom Rechenzentrum des Institutes für Angewandte Mathematik an der Universit?t zu K?ln durchgeführt. Der Verfasser m?chte dem Direktor dieses Institutes, Herrn Prof. Dr.F. W. Sch?fke, und Herrn Dr.R. Ebert für ihre wertvolle Unterstützung danken.     

Die Messung der Datenqualität im Controlling

Ohne Zusammenfassung Dr. Mathias Klier dist wissenschaftlicher Mitarbeiter am o. g. Lehrstuhl. p]Germany     

Die Verfahrensheterogenität in der Performance-Messung von Anlageportfolios

Performance measurement is a fundamental part of the evaluation of an asset portfolio. As traditional performance approaches are under severe criticism and their application is widely discussed especially in case of fat-tailed return distributions, modern performance-measures become widely accepted both in academic and practical use. The modern way of an adequate performance measurement is characterized by the application of asymmetric risk measures, by the release of the basic principles of an equilibrium model or by the deflection from a ratio-based construction. Moreover the current academic discussion regarding the combination of modern performance measures and the mathematical construct of copulas leads to copula-based approaches that unify a shortfall-oriented risk-conception with an adequate modelling of dependence structures between the considered portfolio elements. The present paper discusses the main representatives of traditional, modern and copula-based performance measures and shows their advantages and disadvantages as well as possible fields of research.     

Gedanken zur Frage der Stabilität statistischer Entscheidungen

Ohne Zusammenfassung