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Eine optimierte Investmentstrategie für Anlagen zur Alterssicherung bei abhängigen Ertragsentwicklungen

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  • Scholtz, Hellmut D.

Abstract

Für abhängige Ertragserwartungen verschiedener Assets wird eine optimale Investmentstrategie abgeleitet. Neben der Minimierung der Varianz wird das allgemeine Marktrisiko vermindert und erleichtert damit auch Erfolge in Baissephasen

Suggested Citation

  • Scholtz, Hellmut D., 2002. "Eine optimierte Investmentstrategie für Anlagen zur Alterssicherung bei abhängigen Ertragsentwicklungen," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 43(9), pages 165-170.
    • Handle: RePEc:zbw:espost:90908
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    File URL: https://www.econstor.eu/bitstream/10419/90908/3/rv%202002%20%209%20Investstrat%20bei%20abh.%20Ertrag.pdf
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    References listed on IDEAS

    as
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    More about this item

    Keywords

    Portfoliotheorie; Optimierung;

    JEL classification:

    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
    • C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General

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