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Technische Aktienanalyse und die Effizienz des deutschen Kapitalmarktes

Technische Aktienanalyse und die Effizienz des deutschen Kapitalmarktes

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783790804553
Condition
New
Product Description

Die vorliegende Arbeit liefert eine empirische Analyse der Informationseffizienz des deutschen Aktienmarktes. Nach der Beschreibung der Theorie informationseffizienter Mrkte werden verschiedene Verfahren der Diskriminanzanalyse dargestellt und eine Einfhrung in die technische Aktienanalyse gegeben. Im Anschlu an den empirischen Test erfolgt die Darstellung einer einfachen Strategie zur Erhhung der Wahrscheinlichkeit, am deutschen Aktienmarkt berschurenditen zu erzielen. Die Strategie wird mit einem Test am Kriterium des 19.10.1987, des "Schwarzen Montags", berprft.

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