02346nam 2200565 a 450 991096870010332120240509123129.097838366401453836640147(CKB)2670000000053151(EBL)594908(OCoLC)679420798(SSID)ssj0001101158(PQKBManifestationID)11709774(PQKBTitleCode)TC0001101158(PQKBWorkID)11067428(PQKB)10874164(MiAaPQ)EBC594908(Au-PeEL)EBL594908(CaPaEBR)ebr10489382(Perlego)1799224(EXLCZ)99267000000005315120110907d2010 uy 0engur|n|---|||||txtccrInvestment strategies implementation and performance /Gerhard Wörtche1st ed.Hamburg Diplomica Verlag20101 online resource (75 p.)Title from cover.9783836690140 3836690144 Includes bibliographical references.Investment Strategies; Abstract; Content; List of Figures; List of Tables; Abbreviations; 1 Introduction; 2 Modern Portfolio Theory; 3 Applied Methodology; 4 Empirical Results; 5 Conclusion and Further Research; Appendix; References; The AuthorThis book analyzes several investment strategies that are applied to an international equity portfolio. The evaluated strategies are: the Simple Crossover Moving Average, the Equally Weighted Portfolio, the Minimum Variance Portfolio, the Certainty Equivalent Tangency Portfolio, the James Stein Estimator and the Black Litterman Model. Besides the applied methodology part which demonstrates how to implement the considered strategies, the empirical section shows from the viewpoint of a European investor whether the final performance parameters are mainly due to returns of foreign markets or throInvestmentsInvestments.332.63/24332.6324Wörtche Gerhard1807765MiAaPQMiAaPQMiAaPQBOOK9910968700103321Investment strategies4357658UNINA