An optimal asset allocation in a portfolio: Using Markowitz approach and Principal component analysis - Couverture souple

Boorova, Zuzana

 
9783848497140: An optimal asset allocation in a portfolio: Using Markowitz approach and Principal component analysis
Couverture souple
ISBN 10 : 384849714X ISBN 13 : 9783848497140
Editeur : LAP LAMBERT Academic Publishing, 2014

Synopsis

Investment landscape has been challenged a lot over the past years due to many economic fluctuations. After the economy has recovered from the consequences of Great Depression, the term risk in a portfolio context became a vital part of every investor’s decision making. Combining an optimal portfolio with the appropriate risk-return profile of different securities led to the widespread of active portfolio management theories. However, the increased demand for risky products was one of the major causes of the recent economic crisis since when investors have become more conservative and started turning more towards passive portfolio management theories whose results have proven to reflect the market more accurately. Thus, the intent of this work is to compare actively and passively managed portfolios based on the historical data and according to this analysis, come to the conclusion whether an actively managed portfolio can beat the benchmark by adjusting its individual weights of securities.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Investment landscape has been challenged a lot over the past years due to many economic fluctuations. After the economy has recovered from the consequences of Great Depression, the term risk in a portfolio context became a vital part of every investor’s decision making. Combining an optimal portfolio with the appropriate risk-return profile of different securities led to the widespread of active portfolio management theories. However, the increased demand for risky products was one of the major causes of the recent economic crisis since when investors have become more conservative and started turning more towards passive portfolio management theories whose results have proven to reflect the market more accurately. Thus, the intent of this work is to compare actively and passively managed portfolios based on the historical data and according to this analysis, come to the conclusion whether an actively managed portfolio can beat the benchmark by adjusting its individual weights of securities.

Biographie de l'auteur

Zuzana Boorova, MA: Studied International Finance and Accounting at the University of Applied Sciences Wiener Neustadt, Austria.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2014
Langue
anglais
ISBN 10 
384849714X
ISBN 13 
9783848497140
Reliure
Broché
Nombre de pages
112
Coordonnées du fabricant
non disponible
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