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Altersvorsorge mit einem Mix aus Exchange Traded Funds und Optionsscheinen

Author

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  • Scholtz, Hellmut D.

Abstract

Die Abhandlung zeigt am praktischen Beispiel eine mögliche Vorgehensweise für die Auswahl von Anlagen und die Konstruktion eines Portfoliomix auf. Statistische Tests unter Anwendung von Excel lassen eine Beurteilung des Verfahrens durch den Anwender zu.

Suggested Citation

  • Scholtz, Hellmut D., 2005. "Altersvorsorge mit einem Mix aus Exchange Traded Funds und Optionsscheinen," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 46(5), pages 81-85.
    • Handle: RePEc:zbw:espost:91613
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    File URL: https://www.econstor.eu/bitstream/10419/91613/3/rv05%205%20Mix%20ETF%20Option.pdf
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    References listed on IDEAS

    as
    1. K. Geert Rouwenhorst, 1998. "International Momentum Strategies," Journal of Finance, American Finance Association, vol. 53(1), pages 267-284, February.
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    More about this item

    Keywords

    Portfoliotheorie; Signifikanztests;

    JEL classification:

    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • G3 - Financial Economics - - Corporate Finance and Governance

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