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

• Main Author: Vollmer, Markus (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Gabler, 2015.
• Series: BestMasters
• Subjects: 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...

Table of Contents:

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