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Sicherheits-orientiertes Portfoliomanagement

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  • Müller, Sebastian
  • Müller, Gerhard
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    Abstract

    Ende der 90er Jahre schien eine intensive Auswahl der Investments kaum notwendig, da fast jede Aktienanlage deutliche Kursgewinne versprach. Nach dem jähen Absturz an den Börsen haben die Anleger einen beträchtlichen Teil ihres Aktienvermögens verloren. Damit rücken wieder verstärkt Anlagestrategien in den Vordergrund, die das Risiko der Anlagealternativen gebührend berücksichtigen. In diesem Beitrag sollen dem entsprechende Portfoliostrategien vorgestellt und deren Ergebnisse verglichen werden. Dazu werden vorab in einem allgemeinen Teil die notwendigen theoretischen Konzepte und Prämissen dargestellt, auf denen die nachfolgenden Portfolios basieren. --

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    Bibliographic Info

    Paper provided by Hochschule Wismar, Wismar Business School in its series Wismar Discussion Papers with number 09/2005.

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    Date of creation: 2005
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    Handle: RePEc:zbw:hswwdp:092005

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    1. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, 03.
    2. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, 09.
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