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Basis- und Faktorportfolios

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Product Details

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783322923455
Condition
New
Product Description

In effizienten Mrkten bestimmen Risikofaktoren die unterschiedlichen Renditeerwartungen von Aktien. Gem der Arbitrage Pricing Theory (APT) knnen unerwartete Entwicklungen von makrokonomischen Faktoren als relevante Risikofaktoren identifiziert werden. Thomas Hfliger untersucht, inwiefern die Exposition makrokonomischer Variablen die zuknftigen Renditen von Portfolios erklren kann. Der Autor zeigt, da Portfolios mit hohen Risikoeigenschaften langfristig entsprechend hohe Renditen erzielen.

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