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Investment Strategies: Implementation and Performance W. Vogel & M. Büttner GmbH die notwendige strategische Ausrichtung im

SKU 3325604944
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die notwendige strategische Ausrichtung im Unternehmen

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Selbstherrlicher

Investment Strategies: Implementation and Performance W. Vogel & M. Büttner GmbH die notwendige strategische Ausrichtung imThis 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

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