Coverart for item
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
Author
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
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Vollmer, Markus
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
bdZt6tGeVcY
Literary form
non fiction
Nature of contents
dictionaries
Series statement
  • Springer eBooks
  • Springer eBooks.
  • BestMasters,
http://library.link/vocab/subjectName
  • Finance
  • Macroeconomics
  • Risk management
Label
A Beta-return Efficient Portfolio Optimisation Following the CAPM : An Analysis of International Markets and Sectors, by Markus Vollmer, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=https://doi.org/10.1007/978-3-658-06634-5
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
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
Control code
u435639
Dimensions
unknown
Extent
1 online resource (XIV, 124 pages)
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783658066345
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
22 illustrations
Specific material designation
remote
System control number
(OCoLC)1014196713
Label
A Beta-return Efficient Portfolio Optimisation Following the CAPM : An Analysis of International Markets and Sectors, by Markus Vollmer, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=https://doi.org/10.1007/978-3-658-06634-5
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
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
Control code
u435639
Dimensions
unknown
Extent
1 online resource (XIV, 124 pages)
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783658066345
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
22 illustrations
Specific material designation
remote
System control number
(OCoLC)1014196713

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