Best-selling in Non-Fiction Books
Save on Non-Fiction Books
- AU $9.86Trending at AU $16.84
- AU $11.51Trending at AU $18.82
- AU $24.83Trending at AU $25.31
- AU $64.07Trending at AU $74.95
- AU $28.70Trending at AU $37.00
- AU $24.97Trending at AU $28.26
- AU $9.83Trending at AU $13.32
About this product
- DescriptionThe Thrift Savings Plan is the defined contribution retirement plan for federal government employees. It is one of the largest retirement plans in the United States. The plan offers five different investment options: two funds concentrate on government securities and corporate bonds, two funds span the United States stock market, and one fund focuses on international stocks. These funds give investors the opportunity to diversify among a wide range of securities. This thesis examines the funds offered by the plan and creates a portfolio selection tool that uses investor inputs. The tool uses three mathematical models: optimization, based on Markowitz's (1952) Modern Portfolio Theory; simulation, based on the combination of optimization results and investor profiles; and selection, based on the simulation results and investor preferences. Results are presented for four investors. Other investors can use these results to gain insight, but the greatest benefit is derived from individual implementation. The tool requires only a few user inputs, and it can be operated without any external assistance. The research has further found that one investment option should t be part of any portfolio, and some portfolios can be risky to individuals for differing reasons.
- Author(s)Christopher J Blanchette
- Date of Publication09/10/2012
- FormatPaperback / softback
- SubjectEducation & Teaching
- Country of PublicationUnited States
- Weight213 g
- Width189 mm
- Height246 mm
- Spine6 mm
- Format DetailsTrade paperback (US),Unsewn / adhesive bound
This item doesn't belong on this page.
Thanks, we'll look into this.