Carte Beta-return Efficient Portfolio Optimisation Following the CAPM Markus Vollmer

Beta-return Efficient Portfolio Optimisation Following the CAPM

An Analysis of International Markets and Sectors

Limbă: engleză
Legare: Carte broșată
Disponibilitate: În depozitul extern
Expediem în 5-8 zile
275.89 lei
Investors are trying to generate excess returns through active investment strategies. Since the outb...

Informații despre carte

Limbă
engleză
Legare
Carte - Carte broșată
Publicat
2014
Pagini
124
EAN
9783658066338
ISBN
3658066334
Enbook ID
05041511
Greutate
1906
Dimensiuni
148 x 210 x 213

Descriere completă

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.

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