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010   $a9783836640145
010   $a3836640147
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035   $a(EBL)594908
035   $a(OCoLC)679420798
035   $a(SSID)ssj0001101158
035   $a(PQKBManifestationID)11709774
035   $a(PQKBTitleCode)TC0001101158
035   $a(PQKBWorkID)11067428
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035   $a(EXLCZ)992670000000053151
100   $a20110907d2010      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aInvestment strategies $eimplementation and performance /$fGerhard Wo?rtche
205   $a1st ed.
210   $aHamburg $cDiplomica Verlag$d2010
215   $a1 online resource (75 p.)
300   $aTitle from cover.
311 08$a9783836690140 
311 08$a3836690144 
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$01807765
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910968700103321
996   $aInvestment strategies$94357658
997   $aUNINA