| 书目名称 | Indices as Benchmarks in the Portfolio Management | | 副标题 | With Special Conside | | 编辑 | Andreas Schyra | | 视频video | | | 概述 | Publication in the field of economic sciences.Includes supplementary material: | | 图书封面 |  | | 描述 | Based on a very extensive literature review the book delineates the previous scientific and practical applications of indices as benchmarks for single asset classes as stocks, commodities, German governmental bonds and cash as well as especially for multi asset portfolios. According to the specific influencing factors of the Eurozone a recommendation of allocating equity portfolios with respect to industrial or regional factors is given by an empirical analysis. As most common and significant benchmark index for the Eurozone, the Dow Jones Euro STOXX 50 is analysed according to index effects. This serves as comparison and consideration of the active anticipations of index membership exchanges and a simple index investment during short- and long-term periods. Furthermore a correlation weighted equity index, established by different TMI industry indices of the Eurozone is calculated, which serves as benefit for diversification opportunities of two multidimensionally diversified and systamatically allocated multi asset portfolios. These portfolios are composed with reference towards the Portfolio Selection Theory by Harry M. Markowitz to test its practical relevance and validity duri | | 出版日期 | Book 2013 | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-658-00696-9 | | isbn_softcover | 978-3-658-00695-2 | | isbn_ebook | 978-3-658-00696-9 | | copyright | Springer Fachmedien Wiesbaden 2013 |
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发表于 2025-3-21 18:01:40
