Strategische Asset Allocation: eine Untersuchung aus Sicht eines Schweizer Investors
Saved in:
| Main Author: | |
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| Format: | Thesis/Dissertation Book |
| Language: | German |
| Published: |
2004
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| Subjects: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012920858&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Physical Description: | 238 S. graph. Darst. |
Staff View
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Record in the Search Index
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|---|---|
| adam_text | Inhaltsverzeichnis
Zusammenfassung 7
I Forschungsplan und Grundlagen 17
1 Forschungsplan 21
2 Strategische Asset Allocation 43
II SAA und zeitvariable Fristenstruktur 63
3 Einführung 67
4 Spezifikation 73
5 Parametrisierung 89
6 Optimale Portfolios 117
III SAA und zeitvariable Aktienvolatilität 141
7 Einführung 145
8 Spezifikation und Parametrisierung 153
9 Optimale Portfolios 183
IV Anhang 207
A Numerik: Buy and Hold Strategie 211
5
Inhaltsverzeichnis
B Numerik: Intertemporale Strategie 213
C Herleitung des Zwei—Faktor Modells 221
D Daten 225
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV019583905 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T12:01:18Z |
| institution | BVB |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-012920858 |
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| physical | 238 S. graph. Darst. |
| publishDate | 2004 |
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| spellingShingle | Seiler, Daniel Noel Patrick Strategische Asset Allocation eine Untersuchung aus Sicht eines Schweizer Investors Institutioneller Anleger (DE-588)4252195-6 gnd Portfolio Selection (DE-588)4046834-3 gnd Anlagepolitik (DE-588)4206018-7 gnd |
| subject_GND | (DE-588)4252195-6 (DE-588)4046834-3 (DE-588)4206018-7 (DE-588)4053881-3 (DE-588)4113937-9 |
| title | Strategische Asset Allocation eine Untersuchung aus Sicht eines Schweizer Investors |
| title_auth | Strategische Asset Allocation eine Untersuchung aus Sicht eines Schweizer Investors |
| title_exact_search | Strategische Asset Allocation eine Untersuchung aus Sicht eines Schweizer Investors |
| title_full | Strategische Asset Allocation eine Untersuchung aus Sicht eines Schweizer Investors Daniel Noel Patrick Seiler |
| title_fullStr | Strategische Asset Allocation eine Untersuchung aus Sicht eines Schweizer Investors Daniel Noel Patrick Seiler |
| title_full_unstemmed | Strategische Asset Allocation eine Untersuchung aus Sicht eines Schweizer Investors Daniel Noel Patrick Seiler |
| title_short | Strategische Asset Allocation |
| title_sort | strategische asset allocation eine untersuchung aus sicht eines schweizer investors |
| title_sub | eine Untersuchung aus Sicht eines Schweizer Investors |
| topic | Institutioneller Anleger (DE-588)4252195-6 gnd Portfolio Selection (DE-588)4046834-3 gnd Anlagepolitik (DE-588)4206018-7 gnd |
| topic_facet | Institutioneller Anleger Portfolio Selection Anlagepolitik Schweiz Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012920858&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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