語系:
繁體中文
English
說明(常見問題)
圖資館首頁
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
A beta-return efficient portfolio op...
~
SpringerLink (Online service)
A beta-return efficient portfolio optimisation following the CAPMan analysis of international markets and sectors /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
A beta-return efficient portfolio optimisation following the CAPMby Markus Vollmer.
其他題名:
an analysis of international markets and sectors /
作者:
Vollmer, Markus.
出版者:
Wiesbaden :Springer Fachmedien Wiesbaden :2015.
面頁冊數:
xiv, 124 p. :ill., digital ;24 cm.
Contained By:
Springer eBooks
標題:
Capital assets pricing model.
電子資源:
http://dx.doi.org/10.1007/978-3-658-06634-5
ISBN:
9783658066345 (electronic bk.)
A beta-return efficient portfolio optimisation following the CAPMan analysis of international markets and sectors /
Vollmer, Markus.
A beta-return efficient portfolio optimisation following the CAPM
an analysis of international markets and sectors /[electronic resource] :by Markus Vollmer. - Wiesbaden :Springer Fachmedien Wiesbaden :2015. - xiv, 124 p. :ill., digital ;24 cm. - BestMasters. - BestMasters..
Analysis and Evaluation of the Major Capital Market Theories -- Stock Market Analysis -- Modelling of an Efficient Portfolio Allocation.
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.
ISBN: 9783658066345 (electronic bk.)
Standard No.: 10.1007/978-3-658-06634-5doiSubjects--Topical Terms:
187119
Capital assets pricing model.
LC Class. No.: HG4636
Dewey Class. No.: 332.63222
A beta-return efficient portfolio optimisation following the CAPMan analysis of international markets and sectors /
LDR
:02682nmm a2200325 a 4500
001
459506
003
DE-He213
005
20150507093618.0
006
m d
007
cr nn 008maaau
008
151110s2015 gw s 0 eng d
020
$a
9783658066345 (electronic bk.)
020
$a
9783658066338 (paper)
024
7
$a
10.1007/978-3-658-06634-5
$2
doi
035
$a
978-3-658-06634-5
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
HG4636
072
7
$a
KJM
$2
bicssc
072
7
$a
BUS041000
$2
bisacsh
082
0 4
$a
332.63222
$2
23
090
$a
HG4636
$b
.V924 2015
100
1
$a
Vollmer, Markus.
$3
710322
245
1 2
$a
A beta-return efficient portfolio optimisation following the CAPM
$h
[electronic resource] :
$b
an analysis of international markets and sectors /
$c
by Markus Vollmer.
260
$a
Wiesbaden :
$b
Springer Fachmedien Wiesbaden :
$b
Imprint: Springer Gabler,
$c
2015.
300
$a
xiv, 124 p. :
$b
ill., digital ;
$c
24 cm.
490
1
$a
BestMasters
505
0
$a
Analysis and Evaluation of the Major Capital Market Theories -- Stock Market Analysis -- Modelling of an Efficient Portfolio Allocation.
520
$a
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.
650
0
$a
Capital assets pricing model.
$3
187119
650
0
$a
Portfolio management.
$3
186383
650
1 4
$a
Economics/Management Science.
$3
273684
650
2 4
$a
Management/Business for Professionals.
$3
283813
650
2 4
$a
Finance/Investment/Banking.
$3
511434
650
2 4
$a
Financial Economics.
$3
274377
710
2
$a
SpringerLink (Online service)
$3
273601
773
0
$t
Springer eBooks
830
0
$a
BestMasters.
$3
676593
856
4 0
$u
http://dx.doi.org/10.1007/978-3-658-06634-5
950
$a
Behavioral Science (Springer-11640)
筆 0 讀者評論
全部
電子館藏
館藏
1 筆 • 頁數 1 •
1
條碼號
館藏地
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
000000109012
電子館藏
1圖書
電子書
EB HG4636 V924 2015
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
多媒體檔案
http://dx.doi.org/10.1007/978-3-658-06634-5
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼
登入