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035   $a(PQKBTitleCode)TC0001101158
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100   $a20110907d2010      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aInvestment strategies$b[electronic resource] $eimplementation and performance /$fGerhard Wo?rtche
210   $aHamburg $cDiplomica Verlag$d2010
215   $a1 online resource (75 p.)
300   $aTitle from cover.
311   $a3-8366-9014-4 
320   $aIncludes bibliographical references.
327   $aInvestment 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 Author
330   $aThis 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 thro
606   $aInvestments
615  0$aInvestments.
676   $a332.63/24
676   $a332.6324
700   $aWo?rtche$b Gerhard$01466503
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910785386803321
996   $aInvestment strategies$93676991
997   $aUNINA