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024 7 $a10.1007/978-3-658-06634-5
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035   $a(EBL)1783585
035   $a(OCoLC)891446384
035   $a(SSID)ssj0001295335
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035   $a(PQKBTitleCode)TC0001295335
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035   $a(DE-He213)978-3-658-06634-5
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100   $a20140717d2015      u|         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 12$aA Beta-return Efficient Portfolio Optimisation Following the CAPM $eAn Analysis of International Markets and Sectors /$fby Markus Vollmer
205   $a1st ed. 2015.
210  1$aWiesbaden :$cSpringer Fachmedien Wiesbaden :$cImprint: Springer Gabler,$d2015.
215   $a1 online resource (134 p.)
225 1 $aBestMasters,$x2625-3577
300   $aDescription based upon print version of record.
311   $a1-322-17163-7 
311   $a3-658-06633-4 
320   $aIncludes bibliographical references.
327   $aAnalysis and Evaluation of the Major Capital Market Theories -- Stock Market Analysis -- Modelling of an Efficient Portfolio Allocation.
330   $aInvestors are trying to generate excess returns through active investment strategies. Since the outbreak of the financial crisis, investors face a situation where increased risks are accompanied by falling key interest rates. An optimal portfolio in terms of risk and return becomes a perpetual motion machine. Markus Vollmer answers the question how the seemingly impossible could still be achieved by an empirical analysis of historical data of 1?800 stocks listed at equity markets in 24 countries covering all 19 supersectors. The author offers valid and reliable findings by using the previously mentioned data proxy. He reveals purposefully the need for further research and simultaneously he derives specific and applicable guidelines for the design of investment strategies which are extremely exciting for both the institutional expert and the private investor. Contents Analysis and Evaluation of the Major Capital Market Theories Stock Market Analysis Modelling of an Efficient Portfolio Allocation Targets Teachers and students of economics with an interest in application-oriented stock market research Practitioners in portfolio and asset management departments, investment strategists of institutional investors as well as research analysts at (investment) banks The Author In addition to his lectureship for investment, corporate finance and risk management at the University of Applied Sciences in Stuttgart (HFT Stuttgart), Markus Vollmer presides over the controlling department at a medium-sized company.
410  0$aBestMasters,$x2625-3577
606   $aRisk management
606   $aFinance
606   $aMacroeconomics
606   $aRisk Management$3https://scigraph.springernature.com/ontologies/product-market-codes/612040
606   $aFinance, general$3https://scigraph.springernature.com/ontologies/product-market-codes/600000
606   $aMacroeconomics/Monetary Economics//Financial Economics$3https://scigraph.springernature.com/ontologies/product-market-codes/W32000
615  0$aRisk management.
615  0$aFinance.
615  0$aMacroeconomics.
615 14$aRisk Management.
615 24$aFinance, general.
615 24$aMacroeconomics/Monetary Economics//Financial Economics.
676   $a332
676   $a332.6
700   $aVollmer$b Markus$4aut$4http://id.loc.gov/vocabulary/relators/aut$01062946
906   $aBOOK
912   $a9910298486203321
996   $aA Beta-return Efficient Portfolio Optimisation Following the CAPM$92529317
997   $aUNINA