A beta-return efficient portfolio optimisation following the CAPM : an analysis of international markets and sectors /
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 motio...
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| Format: | eBook |
| Language: | English |
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Wiesbaden
Springer Fachmedien Wiesbaden Imprint: Springer Gabler,
2015.
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| Series: | BestMasters
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| Online Access: | Click here to view the full text content |
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Table of Contents:
- Analysis and Evaluation of the Major Capital Market Theories
- Stock Market Analysis
- Modelling of an Efficient Portfolio Allocation.