Philipp Kowollik:Strategic Asset Allocation and International CAPM
- edizione con copertina flessibile 2012, ISBN: 3656071632
[EAN: 9783656071631], Neubuch, [SC: 0.0], [PU: GRIN Verlag], Druck auf Anfrage Neuware - Printed after ordering - Seminar paper from the year 2004 in the subject Business economics - Inve… Altro …
[EAN: 9783656071631], Neubuch, [SC: 0.0], [PU: GRIN Verlag], Druck auf Anfrage Neuware - Printed after ordering - Seminar paper from the year 2004 in the subject Business economics - Investment and Finance, grade: 1,3, European Business School - International University Schloß Reichartshausen Oestrich-Winkel, language: English, abstract: The decision as to which Assets should be included in a portfolio is first addressed in a Strategic Asset Allocation policy. The determination of the Strategic Asset Allocation is one of the most important factors that influences a portfolio's performance. The process of defining a policy within the Strategic Asset Allocation should be done by both the portfolio manager and the potential investor. Together with the International Capital Asset Pricing Model the Strategic Asset Allocation tries to find an optimal portfolio which maximizes return and, at the same time, tries to minimize the possible risk. Due to currency and inflation risk, hedging should be considered as crucial point during the Strategic Asset Allocation. 1 2 Strategic Asset Allocation under consideration of the International Capital Asset Pricing Model decides to which asset classes a portfolio should be divided. Factors which determine the decision are expected returns, variances and covariances as well as the degree of risk aversion.The analysis of mean-variance which was mostly developed by Harry Markowitz gave portfolio advice until the early eighties concerning the optimal asset allocation. The aims of this approach were to minimize risk while receiving the highest possible return. Over the years the method was critized several times because of a lack of decisive factors. Markowitz only assumed a one period model and permanent income, currency and inflation risk were also ignored.3 Strategic Asset Allocation is much more than investing short- term. Investors care about inflation and currency risk. Hedging is particularly needed., Books<
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Philipp Kowollik:Strategic Asset Allocation and International CAPM
- edizione con copertina flessibile 2012, ISBN: 3656071632
[EAN: 9783656071631], Neubuch, [PU: GRIN Verlag], Druck auf Anfrage Neuware - Printed after ordering - Seminar paper from the year 2004 in the subject Business economics - Investment and … Altro …
[EAN: 9783656071631], Neubuch, [PU: GRIN Verlag], Druck auf Anfrage Neuware - Printed after ordering - Seminar paper from the year 2004 in the subject Business economics - Investment and Finance, grade: 1,3, European Business School - International University Schloß Reichartshausen Oestrich-Winkel, language: English, abstract: The decision as to which Assets should be included in a portfolio is first addressed in a Strategic Asset Allocation policy. The determination of the Strategic Asset Allocation is one of the most important factors that influences a portfolio's performance. The process of defining a policy within the Strategic Asset Allocation should be done by both the portfolio manager and the potential investor. Together with the International Capital Asset Pricing Model the Strategic Asset Allocation tries to find an optimal portfolio which maximizes return and, at the same time, tries to minimize the possible risk. Due to currency and inflation risk, hedging should be considered as crucial point during the Strategic Asset Allocation. 1 2 Strategic Asset Allocation under consideration of the International Capital Asset Pricing Model decides to which asset classes a portfolio should be divided. Factors which determine the decision are expected returns, variances and covariances as well as the degree of risk aversion.The analysis of mean-variance which was mostly developed by Harry Markowitz gave portfolio advice until the early eighties concerning the optimal asset allocation. The aims of this approach were to minimize risk while receiving the highest possible return. Over the years the method was critized several times because of a lack of decisive factors. Markowitz only assumed a one period model and permanent income, currency and inflation risk were also ignored.3 Strategic Asset Allocation is much more than investing short- term. Investors care about inflation and currency risk. Hedging is particularly needed., Books<
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(*) Libro esaurito significa che il libro non è attualmente disponibile in una qualsiasi delle piattaforme associate che di ricerca.
Philipp Kowollik:Strategic Asset Allocation and International CAPM
- nuovo libro 2012, ISBN: 9783656071631
Kartoniert, 24 Seiten, 210mm x 148mm x 3mm, Sprache(n): eng Seminar paper from the year 2004 in the subject Business economics - Investment and Finance, grade: 1, 3, European Business Sch… Altro …
Kartoniert, 24 Seiten, 210mm x 148mm x 3mm, Sprache(n): eng Seminar paper from the year 2004 in the subject Business economics - Investment and Finance, grade: 1, 3, European Business School - International University Schloß Reichartshausen Oestrich-Winkel, language: English, abstract: The decision as to which Assets should be included in a portfolio is first addressed in a Strategic Asset Allocation policy. The determination of the Strategic Asset Allocation is one of the most important factors that influences a portfoliös performance. The process of defining a policy within the Strategic Asset Allocation should be done by both the portfolio manager and the potential investor. Together with the International Capital Asset Pricing Model the Strategic Asset Allocation tries to find an optimal portfolio which maximizes return and, at the same time, tries to minimize the possible risk. Due to currency and inflation risk, hedging should be considered as crucial point during the Strategic Asset Allocation. 1 2 Strategic Asset Allocation under consideration of the International Capital Asset Pricing Model decides to which asset classes a portfolio should be divided. Factors which determine the decision are expected returns, variances and covariances as well as the degree of risk aversion. The analysis of mean-variance which was mostly developed by Harry Markowitz gave portfolio advice until the early eighties concerning the optimal asset allocation. The aims of this approach were to minimize risk while receiving the highest possible return. Over the years the method was critized several times because of a lack of decisive factors. Markowitz only assumed a one period model and permanent income, currency and inflation risk were also ignored.3 Strategic Asset Allocation is much more than investing short- term. Investors care about inflation and currency risk. Hedging is particularly needed. Versandkostenfreie Lieferung<
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Philipp Kowollik:Strategic Asset Allocation and International CAPM
- edizione con copertina flessibile ISBN: 9783656071631
*Strategic Asset Allocation and International CAPM* - 2. Auflage / Taschenbuch für 18.95 € / Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft Medien > Bücher nein Buch (kart… Altro …
*Strategic Asset Allocation and International CAPM* - 2. Auflage / Taschenbuch für 18.95 € / Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft Medien > Bücher nein Buch (kartoniert) Hardcover;Sozialwissenschaften, Recht, Wirtschaft;Betriebswirtschaft, GRIN Verlag<
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Kowollik, Philipp:Strategic Asset Allocation and International CAPM
- nuovo libro 2012, ISBN: 3656071632
2. Auflage Kartoniert / Broschiert, mit Schutzumschlag 11, [PU:GRIN Verlag]
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