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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Wrtche, Gerhard
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Diplomica Verlag, 2010.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.