Indices as Benchmarks in the Portfolio Management: With Special Consideration of the European Monetary Union - Couverture souple
Synopsis
Based on a very extensive literature review the book delineates the previous scientific and practical applications of indices as benchmarks for single asset classes as stocks, commodities, German governmental bonds and cash as well as especially for multi asset portfolios. According to the specific influencing factors of the Eurozone a recommendation of allocating equity portfolios with respect to industrial or regional factors is given by an empirical analysis. As most common and significant benchmark index for the Eurozone, the Dow Jones Euro STOXX 50 is analysed according to index effects. This serves as comparison and consideration of the active anticipations of index membership exchanges and a simple index investment during short- and long-term periods. Furthermore a correlation weighted equity index, established by different TMI industry indices of the Eurozone is calculated, which serves as benefit for diversification opportunities of two multidimensionally diversified and systamatically allocated multi asset portfolios. These portfolios are composed with reference towards the Portfolio Selection Theory by Harry M. Markowitz to test its practical relevance and validity during the challenging years from 2001 and 2010.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Dr. Andreas Schyra completed his extra-occupational PhD-study under the supervision of doc. RNDr. Ján Pekár, Ph.D., at the Comenius University Bratislava, Slovakia. He is a member of the board of a company acting in the field of asset management, where he is responsible for the treasury and the advisory business. Furthermore he acts as a lecturer in the subject group of finance at the FOM University of Applied Sciences.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Indices as Benchmarks in the Portfolio Management
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Springer Fachmedien Wiesbaden Dez 2012, 2012
ISBN 10 : 3658006951
ISBN 13 : 9783658006952
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Based on a very extensive literature review the book delineates the previous scientific and practical applications of indices as benchmarks for single asset classes as stocks, commodities, German governmental bonds and cash as well as especially for multi asset portfolios. According to the specific influencing factors of the Eurozone a recommendation of allocating equity portfolios with respect to industrial or regional factors is given by an empirical analysis. As most common and significant benchmark index for the Eurozone, the Dow Jones Euro STOXX 50 is analysed according to index effects. This serves as comparison and consideration of the active anticipations of index membership exchanges and a simple index investment during short- and long-term periods. Furthermore a correlation weighted equity index, established by different TMI industry indices of the Eurozone is calculated, which serves as benefit for diversification opportunities of two multidimensionally diversified and systamatically allocated multi asset portfolios. These portfolios are composed with reference towards the Portfolio Selection Theory by Harry M. Markowitz to test its practical relevance and validity during the challenging years from 2001 and 2010. 256 pp. Englisch. N° de réf. du vendeur 9783658006952
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Indices as Benchmarks in the Portfolio Management
Edité par
Springer Fachmedien Wiesbaden, 2012
ISBN 10 : 3658006951
ISBN 13 : 9783658006952
Neuf
Couverture souple
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Publication in the field of economic sciencesBased on a very extensive literature review the book delineates the previous scientific and practical applications of indices as benchmarks for single asset classes as stocks, commodities, German governmental. N° de réf. du vendeur 5121188
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Indices as Benchmarks in the Portfolio Management
ISBN 10 : 3658006951
ISBN 13 : 9783658006952
Neuf
Taschenbuch
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Taschenbuch. Etat : Neu. Neuware -¿Based on a very extensive literature review the book delineates the previous scientific and practical applications of indices as benchmarks for single asset classes as stocks, commodities, German governmental bonds and cash as well as especially for multi asset portfolios. According to the specific influencing factors of the Eurozone a recommendation of allocating equity portfolios with respect to industrial or regional factors is given by an empirical analysis. As most common and significant benchmark index for the Eurozone, the Dow Jones Euro STOXX 50 is analysed according to index effects. This serves as comparison and consideration of the active anticipations of index membership exchanges and a simple index investment during short- and long-term periods. Furthermore a correlation weighted equity index, established by different TMI industry indices of the Eurozone is calculated, which serves as benefit for diversification opportunities of two multidimensionally diversified and systamatically allocated multi asset portfolios. These portfolios are composed with reference towards the Portfolio Selection Theory by Harry M. Markowitz to test its practical relevance and validity during the challenging years from 2001 and 2010.Springer Gabler in Springer Science + Business Media, Tiergartenstr. 15-17, 69121 Heidelberg 256 pp. Englisch. N° de réf. du vendeur 9783658006952
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Indices As Benchmarks in the Portfolio Management: With Special Consideration of the European Monetary Union
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Paperback. Etat : Brand New. 2013 edition. 253 pages. 8.25x6.00x0.50 inches. In Stock. N° de réf. du vendeur 3658006951
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Indices as Benchmarks in the Portfolio Management : With Special Consideration of the European Monetary Union
Edité par
Springer Fachmedien Wiesbaden, 2012
ISBN 10 : 3658006951
ISBN 13 : 9783658006952
Neuf
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Based on a very extensive literature review the book delineates the previous scientific and practical applications of indices as benchmarks for single asset classes as stocks, commodities, German governmental bonds and cash as well as especially for multi asset portfolios. According to the specific influencing factors of the Eurozone a recommendation of allocating equity portfolios with respect to industrial or regional factors is given by an empirical analysis. As most common and significant benchmark index for the Eurozone, the Dow Jones Euro STOXX 50 is analysed according to index effects. This serves as comparison and consideration of the active anticipations of index membership exchanges and a simple index investment during short- and long-term periods. Furthermore a correlation weighted equity index, established by different TMI industry indices of the Eurozone is calculated, which serves as benefit for diversification opportunities of two multidimensionally diversified and systamatically allocated multi asset portfolios. These portfolios are composed with reference towards the Portfolio Selection Theory by Harry M. Markowitz to test its practical relevance and validity during the challenging years from 2001 and 2010. N° de réf. du vendeur 9783658006952
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Indices as Benchmarks in the Portfolio Management | With Special Consideration of the European Monetary Union
Edité par
Springer Fachmedien Wiesbaden, 2012
ISBN 10 : 3658006951
ISBN 13 : 9783658006952
Neuf
Taschenbuch
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Taschenbuch. Etat : Neu. Indices as Benchmarks in the Portfolio Management | With Special Consideration of the European Monetary Union | Andreas Schyra | Taschenbuch | xx | Englisch | 2012 | Springer Fachmedien Wiesbaden | EAN 9783658006952 | Verantwortliche Person für die EU: Springer Gabler in Springer Science + Business Media, Tiergartenstr. 15-17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. N° de réf. du vendeur 106133502
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