A Beta-return Efficient Portfolio Optimisation Following the CAPM: An Analysis of International Markets and Sectors
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 motio...
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| Ngôn ngữ: | English |
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2015
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| Truy cập trực tuyến: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59375 |
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oai:scholar.dlu.edu.vn:DLU123456789-593752023-11-11T06:37:08Z A Beta-return Efficient Portfolio Optimisation Following the CAPM: An Analysis of International Markets and Sectors Vollmer, Markus Business for Professionals Management Portfolio management. Capital assets pricing model 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. 2015-12-09T09:10:28Z 2015-12-09T09:10:28Z 2015 Book 978-3-658-06634-5 978-3-658-06633-8 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59375 en application/pdf Springer |
| institution |
Thư viện Trường Đại học Đà Lạt |
| collection |
Thư viện số |
| language |
English |
| topic |
Business for Professionals Management Portfolio management. Capital assets pricing model |
| spellingShingle |
Business for Professionals Management Portfolio management. Capital assets pricing model Vollmer, Markus A Beta-return Efficient Portfolio Optimisation Following the CAPM: An Analysis of International Markets and Sectors |
| description |
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. |
| format |
Book |
| author |
Vollmer, Markus |
| author_facet |
Vollmer, Markus |
| author_sort |
Vollmer, Markus |
| title |
A Beta-return Efficient Portfolio Optimisation Following the CAPM:
An Analysis of International Markets and Sectors |
| title_short |
A Beta-return Efficient Portfolio Optimisation Following the CAPM:
An Analysis of International Markets and Sectors |
| title_full |
A Beta-return Efficient Portfolio Optimisation Following the CAPM:
An Analysis of International Markets and Sectors |
| title_fullStr |
A Beta-return Efficient Portfolio Optimisation Following the CAPM:
An Analysis of International Markets and Sectors |
| title_full_unstemmed |
A Beta-return Efficient Portfolio Optimisation Following the CAPM:
An Analysis of International Markets and Sectors |
| title_sort |
beta-return efficient portfolio optimisation following the capm:
an analysis of international markets and sectors |
| publisher |
Springer |
| publishDate |
2015 |
| url |
https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59375 |
| _version_ |
1819841022226595840 |