Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
A Beta-Return Efficient Portfolio Optimisation Following the Capm: An Analysis of International Markets and Sectors

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

Vollmer, Markus

Paperback

Series: Bestmasters

EconomicsInvesting & FinanceManagement

ISBN10: 3658066334
ISBN13: 9783658066338
Publisher: Springer Gabler
Published: Jul 30 2014
Pages: 124
Weight: 0.39
Height: 0.30 Width: 5.83 Depth: 8.27
Language: English
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 motion machine. Markus Vollmer answers the question how the seemingly impossible could still be achieved by an empirical analysis of historical data of 1'800 stocks listed at equity markets in 24 countries covering all 19 super sectors. The author offers valid and reliable findings by using the previously mentioned data proxy. He reveals purposefully the need for further research and simultaneously he derives specific and applicable guidelines for the design of investment strategies which are extremely exciting for both the institutional expert and the private investor.

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