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Beta-Return Efficient Portfolio Optimisation Following the Capm
Markus Vollmer
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Description for Beta-Return Efficient Portfolio Optimisation Following the Capm
Paperback. Series: BestMasters. Num Pages: 138 pages, 22 black & white illustrations, 15 black & white tables, biography. BIC Classification: KCBM; KFF; KJM. Category: (P) Professional & Vocational. Dimension: 210 x 148 x 8. Weight in Grams: 193.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2014
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
138
Condition
New
Series
BestMasters
Number of Pages
124
Place of Publication
, Germany
ISBN
9783658066338
SKU
V9783658066338
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Markus Vollmer
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.
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