Blick ins Buch

A Beta-return Efficient Portfolio Optimisation Following the CAPM

An Analysis of International Markets and Sectors

Markus Vollmer (Autor)

Buch | Softcover

XIV, 124 Seiten

2014 | 2015
Springer Fachmedien Wiesbaden GmbH (Verlag)
978-3-658-06633-8 (ISBN)

Lese- und Medienproben

Inhaltsverzeichnis (PDF)
Blick ins Buch (midvox)

Artikel merken

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.

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.

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

Erscheint lt. Verlag	30.7.2014
Reihe/Serie	BestMasters
Zusatzinfo	XIV, 124 p. 22 illus.
Verlagsort	Wiesbaden
Sprache	englisch
Maße	148 x 210 mm
Gewicht	193 g
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management
	Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
Schlagworte	CAPM • International stock market analysis • Portfolio Theory
ISBN-10	3-658-06633-4 / 3658066334
ISBN-13	978-3-658-06633-8 / 9783658066338
Zustand	Neuware