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Performancemessung bei Zinsnderungen

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Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783824474776
Condition
New
Product Description

Aufgrund der gestiegenen Volatilitt von Zinsstzen gewinnt das aktive Management von Zinsnderungsrisiken fr Rentenportefeuilles zunehmend an Bedeutung. Die Entwicklung von Konzepten fr die Performancemessung von Rentenfonds wurde jedoch bislang vernachlssigt. Niklas Darijtschuk entwickelt einen Ansatz zur Performancemessung, in dessen Mittelpunkt ein prferenzkonformes Benchmarkportefeuille steht. Als Magre fr den Anlageerfolg whlt er den "added return". Der Autor stellt mit dem Performanceprofil ein Konzept vor, das die Abbildung des erzielten Anlageerfolgs fr Publikumsrentenfonds ermglicht. Eine empirische Untersuchung zur Performance von Rentenfonds verdeutlicht die Anwendung des Benchmark-Konzepts und seine praktische Relevanz.

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