Investment strategies : implementation and performance / Gerhard Wörtche.

Format:

Book

Author/Creator:

Wörtche, Gerhard.

Language:

English

Subjects (All):

Investments.

Physical Description:

1 online resource (75 p.)

Edition:

1st ed.

Place of Publication:

Hamburg : Diplomica Verlag, 2010.

Language Note:

English

Summary:

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

Contents:

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

Notes:

Title from cover.

Includes bibliographical references.

ISBN:

9783836640145

3836640147

OCLC:

679420798