BestMasters

A Beta-return Efficient Portfolio Optimisation Following the CAPM

An Analysis of International Markets and Sectors

Authors: Vollmer, Markus

  • Publication in the field of economic sciences

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eBook $54.99
price for USA (gross)
  • ISBN 978-3-658-06634-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.99
price for USA
  • ISBN 978-3-658-06633-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Investors 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 super sectors. 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.

About the authors

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.

Table of contents (5 chapters)

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-3-658-06634-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.99
price for USA
  • ISBN 978-3-658-06633-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
A Beta-return Efficient Portfolio Optimisation Following the CAPM
Book Subtitle
An Analysis of International Markets and Sectors
Authors
Series Title
BestMasters
Copyright
2015
Publisher
Gabler Verlag
Copyright Holder
Springer Fachmedien Wiesbaden
eBook ISBN
978-3-658-06634-5
DOI
10.1007/978-3-658-06634-5
Softcover ISBN
978-3-658-06633-8
Edition Number
1
Number of Pages
XIV, 124
Number of Illustrations and Tables
22 b/w illustrations
Topics