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Autore: |
Wörtche Gerhard
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Titolo: |
Investment strategies [[electronic resource] ] : implementation and performance / / Gerhard Wörtche
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Pubblicazione: | Hamburg, : Diplomica Verlag, 2010 |
Descrizione fisica: | 1 online resource (75 p.) |
Disciplina: | 332.63/24 |
332.6324 | |
Soggetto topico: | Investments |
Soggetto genere / forma: | Electronic books. |
Note generali: | Title from cover. |
Nota di bibliografia: | Includes bibliographical references. |
Nota di contenuto: | 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 Author |
Sommario/riassunto: | This 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 |
Titolo autorizzato: | Investment strategies ![]() |
ISBN: | 3-8366-4014-7 |
Formato: | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910458915603321 |
Lo trovi qui: | Univ. Federico II |
Opac: | Controlla la disponibilità qui |