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Kapitalmarkttheorie und Portfolio Managment

Author

Listed:
  • Bernd Rudolph

    (Seminar f³r Kapitalmarktforschung und Finanzierung, Ludwig-Maximilians-Universitõt M³nchen, M³nchen)

Abstract

Die Portfolio Selection von Markowitz zeigt, da▀ es m÷glich ist, das Risiko-Ertrags-Profil der Anlage in einer beliebigen Aktie dadurch zu verbessern, da▀ diese Aktie in einem gut gemischten Portefeuille gehalten wird. Vielfõltige Erweiterungen dieses Grundansatzes prõgen heute das moderne Portfolio Management und damit die Asset Allocation als Inbegriff eines professionellen Wertpapier- und Anlagenmanagements. Gleichzeitige stellt die Portfolio Selection die Basis des Capital Asset Pricing Model (CAPM) dar, das seit den Arbeiten von Sharpe, Lintner und Mossin in den sechziger Jahren der wichtigste und populõrste Untersuchungsgegenstand der Kapitalmarktforschung ist.

Suggested Citation

  • Bernd Rudolph, 1997. "Kapitalmarkttheorie und Portfolio Managment," Homo Oeconomicus, Institute of SocioEconomics, vol. 14, pages 121-133.
    • Handle: RePEc:hom:homoec:v:14:y:1997:p:121-133
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