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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| 格式: | 图书 |
| 语言: | English |
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Springer
2015
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| 主题: | |
| 在线阅读: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59375 |
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| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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