Cargando…
Investment Strategies.
This book analyzes several investment strategies that are applied to an international equity portfolio. The evaluated strategies are: the Simple Crossover Moving Average, the Equally Weighted Portfolio, the Minimum Variance Portfolio, the Certainty Equivalent Tangency Portfolio, the James Stein Esti...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Diplomica Verlag,
2010.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000Mu 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn679420798 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr |n|---||||| | ||
| 008 | 101108s2010 xx o 000 0 eng d | ||
| 040 | |a EBLCP |b eng |e pn |c EBLCP |d OCLCQ |d YDXCP |d OCLCQ |d ZCU |d MERUC |d DKDLA |d OCLCO |d OCLCF |d OCLCQ |d OCLCO |d ICG |d OCLCQ |d DKC |d OCLCQ |d OCLCO |d OCLCQ |d OCLCO | ||
| 020 | |a 9783836640145 | ||
| 020 | |a 3836640147 | ||
| 029 | 1 | |a AU@ |b 000048823556 | |
| 029 | 1 | |a DEBBG |b BV044147484 | |
| 029 | 1 | |a AU@ |b 000073099139 | |
| 035 | |a (OCoLC)679420798 | ||
| 050 | 4 | |a HD1382.5 | |
| 082 | 0 | 4 | |a 332.63/24 |a 332.6324 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Wrtche, Gerhard. | |
| 245 | 1 | 0 | |a Investment Strategies. |
| 260 | |b Diplomica Verlag, |c 2010. | ||
| 300 | |a 1 online resource (75 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 505 | 0 | |a Investment Strategies; Abstract; Content; List of Figures; List of Tables; Abbreviations; 1 Introduction; 2 Modern Portfolio Theory; 3 Applied Methodology; 4 Empirical Results; 5 Conclusion and Further Research; Appendix; References; The Author. | |
| 520 | |a This book analyzes several investment strategies that are applied to an international equity portfolio. The evaluated strategies are: the Simple Crossover Moving Average, the Equally Weighted Portfolio, the Minimum Variance Portfolio, the Certainty Equivalent Tangency Portfolio, the James Stein Estimator and the Black Litterman Model. Besides the applied methodology part which demonstrates how to implement the considered strategies, the empirical section shows from the viewpoint of a European investor whether the final performance parameters are mainly due to returns of foreign markets or thro. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Investments. | |
| 650 | 6 | |a Investissements. | |
| 650 | 7 | |a portfolios (financial records) |2 aat | |
| 650 | 7 | |a Investments |2 fast | |
| 776 | 0 | 8 | |i Print version: |a Wrtche, Gerhard. |t Investment Strategies: Implementation and Performance. |d : Diplomica Verlag, ©2010 |z 9783836690140 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=594908 |z Texto completo |
| 938 | |a EBL - Ebook Library |b EBLB |n EBL594908 | ||
| 938 | |a YBP Library Services |b YANK |n 3526260 | ||
| 994 | |a 92 |b IZTAP | ||