A Beta-return Efficient Portfolio Optimisa...

Dekorationsartikel gehören nicht zum Leistungsumfang.

Sprache: Englisch

47,95 €

UVP 53,49 €

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 2-4 Werktage

Kategorien:

Beschreibung

Investors are trying to generate excess returns through active investment strategies. Since the outbreak of the financial crisis, investors face a situation where increased risks are accompanied by falling key interest rates. An optimal portfolio in terms of risk and return becomes a perpetual motion machine. Markus Vollmer answers the question how the seemingly impossible could still be achieved by an empirical analysis of historical data of 1¿800 stocks listed at equity markets in 24 countries covering all 19 super sectors. The author offers valid and reliable findings by using the previously mentioned data proxy. He reveals purposefully the need for further research and simultaneously he derives specific and applicable guidelines for the design of investment strategies which are extremely exciting for both the institutional expert and the private investor.

Über den Autor

In addition to his lectureship for investment, corporate finance and risk management at the University of Applied Sciences in Stuttgart (HFT Stuttgart), Markus Vollmer presides over the controlling department at a medium-sized company.

Zusammenfassung

Publication in the field of economic sciences

Includes supplementary material: [...]

Inhaltsverzeichnis

Analysis and Evaluation of the Major Capital Market Theories.- Stock Market Analysis.- Modelling of an Efficient Portfolio Allocation.

Details

Erscheinungsjahr:	2014
Fachbereich:	Management
Genre:	Recht , Sozialwissenschaften , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
Inhalt:	xiv 124 S. 22 s/w Illustr. 124 p. 22 illus.
ISBN-13:	9783658066338
ISBN-10:	3658066334
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Vollmer, Markus
Hersteller:	Springer Fachmedien Wiesbaden Springer Fachmedien Wiesbaden GmbH
Verantwortliche Person für die EU:	Springer Gabler in Springer Science + Business Media, Tiergartenstr. 15-17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	210 x 148 x 8 mm
Von/Mit:	Markus Vollmer
Erscheinungsdatum:	30.07.2014
Gewicht:	0,192 kg