Markowitz theory-based asset allocation strategies with special regard to private wealth management Ha, Haifeng , 1981- Text theses Text Hochschulschrift 2010 2010 eng electronic resourceremoteComputermedienOnline-Ressourcetext/htmlapplication/pdfOnline-Ressource graph. Darst. This dissertation concentrates on portfolio optimization problems in asset allocation strategies with special focus on Private Wealth Management. The research is incorporated in the framework of both utility theory and the Markowitz model. Using monthly returns of ten different indices from seven asset classes recorded from 1996 to 2007, this dissertation shows that utility maximization for portfolio optimization problems based on quadratic utility and other popular but more difficult utility functions leads to similar results. vorgelegt von Haifeng Ha Die Online-Ausg. unterscheidet sich von der Druckausg. Die Druckausg. enthält einen Anhang auf einer CD-ROM Rostock, Univ., Wirtschafts- und Sozialwiss. Fak., Diss., 2010 330 QK 810 85.30 31.70 http://rosdok.uni-rostock.de/resolve?urn=urn:nbn:de:gbv:28-diss2010-0111-2 http://rosdok.uni-rostock.de/resolve?urn=urn:nbn:de:gbv:28-diss2010-0111-2&pdf http://nbn-resolving.de/urn:nbn:de:gbv:28-diss2010-0111-2 Markowitz theory-based asset allocation strategies with special regard to private wealth management--(DE-627)631307982 urn:nbn:de:gbv:28-diss2010-0111-2 oclc: 838888153 ppn: (DE-627)688277268