Beta-return Efficient Portfolio Optimisation Following the CAPM

Name: Beta-return Efficient Portfolio Optimisation Following the CAPM
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783658066338
Price: 52.71 EUR
Availability: InStock

An Analysis of International Markets and Sectors

Автор: Markus Vollmer

Език:

Корици: С меки корици

Издател: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Наличност: Външен склад

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52.71 € 103.09 лв

Investors are trying to generate excess returns through active investment strategies. Since the outb...

Информация за книгата

Автор

Markus Vollmer

Език

Английски език

Корици

Книга - С меки корици

Издадена

2014

страници

124

EAN

9783658066338

ISBN

3658066334

Enbook ID

05041511

Издател

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Теглоt

1906

Размери

148 x 210 x 213

Пълно описание

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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Beta-return Efficient Portfolio Optimisation Following the CAPM

An Analysis of International Markets and Sectors

Информация за книгата

Пълно описание

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