A Beta-return Efficient Portfolio Optimisation Following the CAPM An Analysis of International Markets and Sectors /

• Κύριος συγγραφέας: Vollmer, Markus (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Gabler, 2015.
• Σειρά: BestMasters
• Θέματα: Finance.; Risk management.; Macroeconomics.; Risk Management.; Finance, general.; Macroeconomics/Monetary Economics//Financial Economics.

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 motio...

Πίνακας περιεχομένων:

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