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indices as benchmarks in the portfolio management (en Inglés)
Andreas Schyra
(Autor)
·
Springer Gabler
· Tapa Blanda
indices as benchmarks in the portfolio management (en Inglés) - Schyra, Andreas
Libro Nuevo
Origen: Estados Unidos
Envío: 10 a 12 días háb.
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Reseña del libro "indices as benchmarks in the portfolio management (en Inglés)"
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.
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