LEADER 04656nam 2200601 450 001 9910464931203321 005 20200520144314.0 035 $a(CKB)3710000000058232 035 $a(EBL)3115842 035 $a(SSID)ssj0001163479 035 $a(PQKBManifestationID)11652138 035 $a(PQKBTitleCode)TC0001163479 035 $a(PQKBWorkID)11160395 035 $a(PQKB)10019388 035 $a(MiAaPQ)EBC3115842 035 $a(Au-PeEL)EBL3115842 035 $a(CaPaEBR)ebr10781901 035 $a(OCoLC)922966336 035 $a(EXLCZ)993710000000058232 100 $a20131030d2011 uy 1 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMaslowian portfolio theory /$fby Philippe J.S. De Brouwer 210 1$aBrussels, Belgium :$cVrije Universiteit Brussel,$d2011. 210 4$dİ2011 215 $a1 online resource (313 p.) 225 0 $aDoctorate in Applied Economics: Business Engineer 300 $aDescription based upon print version of record. 311 $a90-5487-897-5 320 $aIncludes bibliographical references and indexes. 327 $a""Preface""; ""Acknowledgments""; ""Table of Contents""; ""List of Figures""; ""List of Tables""; ""Nomenclature""; ""Introduction""; ""About the Content of the Work""; ""About the Organization of This Dissertation""; ""Original Theses""; ""Main Original Thesis""; ""Secondary Original Thesis""; ""Additional Original Theses""; ""Publications by the Author""; ""Refereed Publications""; ""Theses, Technical Reports""; ""Other Publications""; ""I The Starters: Existing Literature""; ""Portfolio Selection""; ""Introduction""; ""Chronological Overview""; ""Homo Rationalis: XVII - XIXth Century"" 327 $a""Behavioural Evidence and Thinking: 1750 till 1950""""Rational Portfolio Theories (1950's and 1960's)""; ""Upcoming challengers from Psychology: the 1970's and the early 1980's""; ""First Signs of Acceptance for Behavioural Finance: 1985""; ""Towards Acceptance of Behavioural Finance Among Scholars (1985 - 2000)""; ""2002: an Excellent Behavioural Finance Year""; ""Efforts to Bring the Major Paradigms Closer to Each Other""; ""An Interpretation of the Milestones""; ""Open Questions and Remaining Paradoxes""; ""Financial Risk""; ""Introduction""; ""A Risk Metric Relative to an Investment Target"" 327 $a""Value at Risk (VaR)""""Coherent Risk Measures""; ""The Definition of Coherent Risk Measures""; ""How Much Coherence is Coherent?""; ""Expected Shortfall""; ""Alternatives for ES""; ""II The Main Courses: New Theories""; ""Maslowian Portfolio Theory a??? (MaPT)""; ""Introduction""; ""The Different Need Levels""; ""Physiological level""; ""Safety needs""; ""Love needs""; ""Esteem needs""; ""Need for self-actualisation""; ""Preliminary Results and Further Research""; ""Risk profiles""; ""From a descriptive portfolio theory to a normative one""; ""Similar or a More Refined Theory than BPT?"" 327 $a""Conclusion""""Target Oriented Investment Advice (TOIA)""; ""Filling up the Pyramid""; ""Target Oriented Investment Advice""; ""Level Specific Advice: Portfolio Genesis""; ""Level 1: Physiological Needs""; ""Level 2: Safety Needs""; ""Level 3: Love/belonging Needs""; ""Level 4: Esteem Needs""; ""Level 5: Need for Self-Actualisation""; ""Portfolio Optimization""; ""A Mathematical Formulation of TOIA""; ""Proposition of a Simple Bottom Up Method""; ""The General Principles of the Method""; ""Portfolio Selection for Each Sub-Portfolio""; ""Estimation of the Necessary Parameters"" 327 $a""Return""""Covariance Matrix""; ""the probability level alpha""; ""Maximum level of Expected Shortfall""; ""The parameters of a composite portfolio""; ""Multiple Investment Horizons""; ""Example: the Normal Distribution""; ""The Results: Some Examples""; ""Example: Investment Problem 0: Isolated Investment""; ""Example: Investment Problem 1: Single Investment During Time T""; ""Example: Investment Problem 2: saving""; ""Example: Investment Problem 3: complex case""; ""Example: Investment Problem 4: retirement""; ""What if There Exists a Non-Stochastic Asset"" 327 $a""III The Deserts: Broadening the Scope"" 606 $aPortfolio management 606 $aAsset allocation 608 $aElectronic books. 615 0$aPortfolio management. 615 0$aAsset allocation. 676 $a332.6 700 $aDe Brouwer$b Philippe$0989282 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910464931203321 996 $aMaslowian portfolio theory$92262422 997 $aUNINA