A Beta-return Efficient Portfolio Optimisation Following the CAPM:
An Analysis of International Markets and Sectors

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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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书目详细资料
主要作者:	Vollmer, Markus
格式:	图书
语言:	English
出版:	Springer 2015
主题:	Business for Professionals Management Portfolio management. Capital assets pricing model
在线阅读:	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59375
标签:	添加标签没有标签, 成为第一个标记此记录!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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