Filter by

  • Publication Year
  • Availability
  • Attachment
  • Collection Type
  • General Material Designation
    See More
  • Location
  • Language
Found 1 from your keywords: author="VOLLMER, Markus"
cover
A Beta-return Efficient Portfolio Optimisation Following the CAPM: An Analysi…
Comment Share
VOLLMER, Markus

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 achiev…

Edition
-
ISBN/ISSN
978-3-658-06634-5
Collation
-
Series Title
BestMasters
Call Number
658.155 VOL b