Investment Strategies Implementation and Performance is popular PDF and ePub book, written by Gerhard W”rtche in 2010-05, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Investment Strategies Implementation and Performance can be Read Online from any device for your convenience.
Investment Strategies Implementation and Performance Book PDF Summary
This book analyzes several investment strategies that are applied to an international equity portfolio. The evaluated strategies are: the Simple Crossover Moving Average, the Equally Weighted Portfolio, the Minimum Variance Portfolio, the Certainty Equivalent Tangency Portfolio, the James Stein Estimator and the Black Litterman Model. Besides the applied methodology part which demonstrates how to implement the considered strategies, the empirical section shows from the viewpoint of a European investor whether the final performance parameters are mainly due to returns of foreign markets or through exchange rate developments. The investigation is carried out from an ex ante as well as from an ex post perspective. In order to examine the time window of a strategy, the in- and the out of the sample periods are varied. The empirical investigation indicates that - the relative young more sophisticated approaches are superior to the traditional strategies, the impact of exchange rate developments cannot be ignored in an equity portfolio, nearly no conclusion can be drawn in the context of a superior in- and out of the sample period.
Detail Book of Investment Strategies Implementation and Performance PDF
- Author : Gerhard W”rtche
- Release : 01 May 2010
- Publisher : Diplomica Verlag
- ISBN : 9783836690140
- Genre : Business & Economics
- Total Page : 81 pages
- Language : English
- PDF File Size : 12,6 Mb
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