Wertpapiermanagement: professionelle Wertpapieranalyse und Portfoliostrukturierung
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Deutsch |
| Veröffentlicht: |
Stuttgart
Schäffer-Poeschel
2007
|
| Ausgabe: | 9., überarb. und erw. Aufl. |
| Schriftenreihe: | Handelsblatt-Bücher
|
| Schlagwörter: | |
| Links: | http://deposit.dnb.de/cgi-bin/dokserv?id=2954035&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015782982&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Früher mit der Nummer 9783791019925. Literaturverz. S. 614 - 636 |
| Umfang: | XXIX, 649 S. graph. Darst. 240 mm x 170 mm |
| ISBN: | 9783791026770 3791026771 |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1819346688896139264 |
|---|---|
| adam_text | IX
Inhaltsübersicht
1 Theoretische Grandlagen des Wertpapiermanagements..................................................1
1.1 Überblick...................................................................................................................1
1.2 Portfoliotheorie..........................................................................................................6
1.3 Kapitalmarkttheorie.................................................................................................20
1.4 Marktmodell............................................................................................................35
1.5 Kapitalmarkteffizienz..............................................................................................39
2
Asset
Allocation.............................................................................................................
48
2.1 Performance als Zielgröße der
Asset Allocation.....................................................
48
2.2 Die dreistufige Konzeption der
Asset Allocation....................................................
80
2.3 Implementierangsbeschränkungen der
Asset Allocation.......................................
124
2.4 Beurteilung der
Asset Allocation
Konzeption.......................................................131
3 Anleihebewertung und
-management
...........................................................................133
3.1 Anleihetypologie....................................................................................................133
3.2 Anleihebewertung..................................................................................................137
3.3 Anleihemanagement..............................................................................................204
4 Aktienbewertung und
-management
.............................................................................208
4.1 Aktienarten und-marktsegmente...........................................................................208
4.2 Aktien- und Volatilitätsindizes..............................................................................218
4.3 Dividendenbesteuerung.........................................................................................227
4.4 Einzelwertorientierte Aktienanalyse......................................................................229
4.5 Portfolioorientierte Aktienanalyse.........................................................................303
4.6 Aktienmanagement................................................................................................310
5 Optionspreistheorie......................................................................................................314
5.1 Optionstypologie...................................................................................................314
5.2 Aktienoptionsbewertung........................................................................................317
5.3 Devisenoptionsbewertung......................................................................................372
5.4 Bewertung von zinsabhängigen Optionen.............................................................374
6 Portfolio Insurance.......................................................................................................393
6.1 Grandkonzept der Portfolio Insurance...................................................................393
6.2 Portfolio Insurance Strategien für Aktienportfolios..............................................396
6.3 Portfolio Insurance Strategien für Anleiheportfolios.............................................410
6.4 Beurteilung des Portfolio Insurance Konzeptes.....................................................411
7 Bewertung von Optionsscheinen und sonstigen Anlageinstrumenten..........................413
7.1 Optionsscheine.......................................................................................................413
7.2 Sonstige Anlageinstrumente..................................................................................434
Inhaltsübersicht
8 Termingeschäfte...........................................................................................................443
8.1 Überblick...............................................................................................................443
8.2
Futures
...................................................................................................................446
8.3 Optionen................................................................................................................503
8.4
Swaps
....................................................................................................................560
8.5 Kreditderivate........................................................................................................569
9 Performance-Messung und -Attribution.......................................................................584
9.1 Performance-Messung...........................................................................................584
9.2 Performancemaße..................................................................................................593
9.3 Performance-Attribution........................................................................................609
|
| any_adam_object | 1 |
| author | Steiner, Manfred 1942- Bruns, Christoph |
| author_GND | (DE-588)124459447 |
| author_facet | Steiner, Manfred 1942- Bruns, Christoph |
| author_role | aut aut |
| author_sort | Steiner, Manfred 1942- |
| author_variant | m s ms c b cb |
| building | Verbundindex |
| bvnumber | BV022576730 |
| classification_rvk | QK 800 |
| classification_tum | WIR 160f WIR 670f |
| ctrlnum | (OCoLC)244289342 (DE-599)DNB984144854 |
| dewey-full | 332.632 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.632 |
| dewey-search | 332.632 |
| dewey-sort | 3332.632 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 9., überarb. und erw. Aufl. |
| format | Book |
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| id | DE-604.BV022576730 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T12:58:36Z |
| institution | BVB |
| isbn | 9783791026770 3791026771 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015782982 |
| oclc_num | 244289342 |
| open_access_boolean | |
| owner | DE-N2 DE-355 DE-BY-UBR DE-384 DE-1049 DE-19 DE-BY-UBM DE-1047 DE-M347 DE-863 DE-BY-FWS DE-573 DE-859 DE-12 DE-473 DE-BY-UBG DE-703 DE-Aug4 DE-1102 DE-522 DE-523 DE-634 DE-945 DE-739 DE-858 DE-B768 DE-2070s |
| owner_facet | DE-N2 DE-355 DE-BY-UBR DE-384 DE-1049 DE-19 DE-BY-UBM DE-1047 DE-M347 DE-863 DE-BY-FWS DE-573 DE-859 DE-12 DE-473 DE-BY-UBG DE-703 DE-Aug4 DE-1102 DE-522 DE-523 DE-634 DE-945 DE-739 DE-858 DE-B768 DE-2070s |
| physical | XXIX, 649 S. graph. Darst. 240 mm x 170 mm |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Schäffer-Poeschel |
| record_format | marc |
| series2 | Handelsblatt-Bücher |
| spellingShingle | Steiner, Manfred 1942- Bruns, Christoph Wertpapiermanagement professionelle Wertpapieranalyse und Portfoliostrukturierung Wertpapieranlage (DE-588)4189703-1 gnd Anlagepolitik (DE-588)4206018-7 gnd |
| subject_GND | (DE-588)4189703-1 (DE-588)4206018-7 |
| title | Wertpapiermanagement professionelle Wertpapieranalyse und Portfoliostrukturierung |
| title_auth | Wertpapiermanagement professionelle Wertpapieranalyse und Portfoliostrukturierung |
| title_exact_search | Wertpapiermanagement professionelle Wertpapieranalyse und Portfoliostrukturierung |
| title_full | Wertpapiermanagement professionelle Wertpapieranalyse und Portfoliostrukturierung Manfred Steiner ; Christoph Bruns |
| title_fullStr | Wertpapiermanagement professionelle Wertpapieranalyse und Portfoliostrukturierung Manfred Steiner ; Christoph Bruns |
| title_full_unstemmed | Wertpapiermanagement professionelle Wertpapieranalyse und Portfoliostrukturierung Manfred Steiner ; Christoph Bruns |
| title_short | Wertpapiermanagement |
| title_sort | wertpapiermanagement professionelle wertpapieranalyse und portfoliostrukturierung |
| title_sub | professionelle Wertpapieranalyse und Portfoliostrukturierung |
| topic | Wertpapieranlage (DE-588)4189703-1 gnd Anlagepolitik (DE-588)4206018-7 gnd |
| topic_facet | Wertpapieranlage Anlagepolitik |
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