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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Springer
2015
|
| Subjects: | |
| Online Access: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59375 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institutions: | Thư viện Trường Đại học Đà Lạt |
|---|