You might also like

More about Beta-return Efficient Portfolio Optimisation Following the CAPM

• Book details
• Synopsis
• Trending among others

You get 125 loyalty points

Book synopsis

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.

Book details

Book category Books in English Economics, finance, business & management Economics Macroeconomics

• Full title: Beta-return Efficient Portfolio Optimisation Following the CAPM
• Subtitle: An Analysis of International Markets and Sectors
• Author: Markus Vollmer
• Language: English
• Binding: Paperback
• Number of pages: 124
• EAN: 9783658066338
• ISBN: 3658066334
• ID: 05041511
• Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Weight: 1906 g
• Dimensions: 210 × 148 × 213 mm
• Date of publishing: 18. July 2014

Trending among others

---

---

---