The Resource A Beta-return Efficient Portfolio Optimisation Following the CAPM : An Analysis of International Markets and Sectors, by Markus Vollmer, (electronic resource)

A Beta-return Efficient Portfolio Optimisation Following the CAPM : An Analysis of International Markets and Sectors, by Markus Vollmer, (electronic resource)

Label
A Beta-return Efficient Portfolio Optimisation Following the CAPM : An Analysis of International Markets and Sectors
Title
A Beta-return Efficient Portfolio Optimisation Following the CAPM
Title remainder
An Analysis of International Markets and Sectors
Statement of responsibility
by Markus Vollmer
Creator
Contributor
Author
Provider
Subject
Language
eng
Summary
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
Member of
http://library.link/vocab/creatorName
Vollmer, Markus
Image bit depth
0
LC call number
HD28-70
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
SpringerLink
Series statement
BestMasters
http://library.link/vocab/subjectName
  • Economics
  • Finance
  • Industrial management
  • Economics/Management Science
  • Management/Business for Professionals
  • Finance/Investment/Banking
  • Financial Economics
Label
A Beta-return Efficient Portfolio Optimisation Following the CAPM : An Analysis of International Markets and Sectors, by Markus Vollmer, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Analysis and Evaluation of the Major Capital Market Theories -- Stock Market Analysis -- Modelling of an Efficient Portfolio Allocation
Dimensions
unknown
Extent
XIV, 124 p. 22 illus.
File format
multiple file formats
Form of item
electronic
Isbn
9783658066345
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-658-06634-5
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-658-06634-5
Label
A Beta-return Efficient Portfolio Optimisation Following the CAPM : An Analysis of International Markets and Sectors, by Markus Vollmer, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Analysis and Evaluation of the Major Capital Market Theories -- Stock Market Analysis -- Modelling of an Efficient Portfolio Allocation
Dimensions
unknown
Extent
XIV, 124 p. 22 illus.
File format
multiple file formats
Form of item
electronic
Isbn
9783658066345
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-658-06634-5
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-658-06634-5

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