Buch, Englisch, 233 Seiten, Format (B × H): 148 mm x 210 mm, Gewicht: 3351 g
With Special Consideration of the European Monetary Union
Buch, Englisch, 233 Seiten, Format (B × H): 148 mm x 210 mm, Gewicht: 3351 g
ISBN: 978-3-658-00695-2
Verlag: Springer
Andreas Schyra delineates the previous scientific and practical applications of indices as benchmarks for single asset classes such as stocks, commodities, German governmental bonds, and cash as well as especially for multi-asset portfolios. The author gives recommendations for allocating equity portfolios in the Eurozone under consideration of industrial and regional factors by an empirical analysis. As the most common benchmark index for the Eurozone, the Dow Jones Euro STOXX 50 is analysed in respect of index effects. This serves as a consideration of the active anticipations of index membership exchanges and a passive 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 multidimensional diversified and systematically allocated multi-asset portfolios.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Wirtschaftswissenschaften Volkswirtschaftslehre Internationale Wirtschaft Internationale Finanzmärkte
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Internationale Finanzmärkte
- Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Finanzierung, Investition, Leasing
Weitere Infos & Material
Introduction.- Principles of Portfolio Management Conditions.- Evaluation of the Allocation Framework.- Multi Asset Portfolio Construction with the EMU.- Conclusion and Outlook.