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Found 1 from your keywords: author=VOLLMER, Markus
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A Beta-return Efficient Portfolio Optimisation Following the CAPM: An Analysi…
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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
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Series Title
BestMasters
Call Number
658.155 VOL b