A Beta-return Efficient Portfolio Optimisation Following the CAPM: an Analysis of International Markets and Sectors
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| Main Author: | |
|---|---|
| Format: | Thesis Electronic eBook |
| Language: | English |
| Published: |
Wiesbaden
Springer Gabler
[2015]
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| Series: | BestMasters
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| Subjects: | |
| Online Access: | BTU01 FAB01 FAW01 FHO01 FHR01 FLA01 FRO01 FWS01 FWS02 UBM01 UBT01 UBY01 Volltext Inhaltsverzeichnis Abstract |
| Physical Description: | Online-Ressource (XIV, 124 p. 22 illus) |
| ISBN: | 9783658066345 |
| DOI: | 10.1007/978-3-658-06634-5 |
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| adam_text | A BETA-RETURN EFFICIENT PORTFOLIO OPTIMISATION FOLLOWING THE CAPM
/ VOLLMER, MARKUS
: 2015
TABLE OF CONTENTS / INHALTSVERZEICHNIS
ANALYSIS AND EVALUATION OF THE MAJOR CAPITAL MARKET THEORIES
STOCK MARKET ANALYSIS
MODELLING OF AN EFFICIENT PORTFOLIO ALLOCATION
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
A BETA-RETURN EFFICIENT PORTFOLIO OPTIMISATION FOLLOWING THE CAPM
/ VOLLMER, MARKUS
: 2015
ABSTRACT / INHALTSTEXT
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 SUPERSECTORS. 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. CONTENTS ANALYSIS AND
EVALUATION OF THE MAJOR CAPITAL MARKET THEORIES STOCK MARKET ANALYSIS
MODELLING OF AN EFFICIENT PORTFOLIO ALLOCATION TARGETS TEACHERS AND
STUDENTS OF ECONOMICS WITH AN INTEREST IN APPLICATION-ORIENTED STOCK
MARKET RESEARCH PRACTITIONERS IN PORTFOLIO AND ASSET MANAGEMENT
DEPARTMENTS, INVESTMENT STRATEGISTS OF INSTITUTIONAL INVESTORS AS WELL
AS RESEARCH ANALYSTS AT (INVESTMENT) BANKS THE AUTHOR 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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
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| spellingShingle | Vollmer, Markus A Beta-return Efficient Portfolio Optimisation Following the CAPM an Analysis of International Markets and Sectors Management Wirtschaft Economics Finance Industrial management Economics/Management Science |
| subject_GND | (DE-588)4113937-9 |
| title | A Beta-return Efficient Portfolio Optimisation Following the CAPM an Analysis of International Markets and Sectors |
| title_auth | A Beta-return Efficient Portfolio Optimisation Following the CAPM an Analysis of International Markets and Sectors |
| title_exact_search | A Beta-return Efficient Portfolio Optimisation Following the CAPM an Analysis of International Markets and Sectors |
| title_full | A Beta-return Efficient Portfolio Optimisation Following the CAPM an Analysis of International Markets and Sectors Markus Vollmer |
| title_fullStr | A Beta-return Efficient Portfolio Optimisation Following the CAPM an Analysis of International Markets and Sectors Markus Vollmer |
| title_full_unstemmed | A Beta-return Efficient Portfolio Optimisation Following the CAPM an Analysis of International Markets and Sectors Markus Vollmer |
| title_short | A Beta-return Efficient Portfolio Optimisation Following the CAPM |
| title_sort | a beta return efficient portfolio optimisation following the capm an analysis of international markets and sectors |
| title_sub | an Analysis of International Markets and Sectors |
| topic | Management Wirtschaft Economics Finance Industrial management Economics/Management Science |
| topic_facet | Management Wirtschaft Economics Finance Industrial management Economics/Management Science Hochschulschrift |
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