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Risikofaktoren und Preisbildung am deutschen Aktienmarkt

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Brand
Springer Nature
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N/A
Part Number
0
GTIN
9783790809725
Condition
New
Product Description

Im Mittelpunkt des Buchs steht eine breit angelegte empirische Untersuchung zur Preisbildung am deutschen Aktienmarkt. Dabei wird insbesondere die Eignung der Arbitrage Pricing Theory (APT) zur Erklrung von erwarteten Aktienrenditen berprft. Weitere Schwerpunkte bilden umfassende Analysen, die sich mit der exakten Anzahl und der konomischen Bedeutung der systematischen Risikofaktoren befassen. Daneben sind die Ergebnisse hervorzuheben, die im Rahmen der berprfung der Stationaritt und der Normalverteilung von Aktienrenditen erzielt werden. Die empirisch gesttzten Aussagen zur Aktienpreisbildung werden durch eine fundierte Analyse der theoretischen APT-Forschung ergnzt.

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