| 000 | 03963nam a22004095i 4500 | ||
|---|---|---|---|
| 001 | 978-3-658-00696-9 | ||
| 003 | DE-He213 | ||
| 005 | 20200420211750.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 121211s2013 gw | s |||| 0|eng d | ||
| 020 |
_a9783658006969 _9978-3-658-00696-9 |
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| 024 | 7 |
_a10.1007/978-3-658-00696-9 _2doi |
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| 050 | 4 | _aHG1-HG9999 | |
| 072 | 7 |
_aKFF _2bicssc |
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| 072 | 7 |
_aBUS027000 _2bisacsh |
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| 082 | 0 | 4 |
_a332 _223 |
| 100 | 1 |
_aSchyra, Andreas. _eauthor. |
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| 245 | 1 | 0 |
_aIndices as Benchmarks in the Portfolio Management _h[electronic resource] : _bWith Special Consideration of the European Monetary Union / _cby Andreas Schyra. |
| 264 | 1 |
_aWiesbaden : _bSpringer Fachmedien Wiesbaden : _bImprint: Springer Gabler, _c2013. |
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| 300 |
_aXX, 233 p. 21 illus. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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_atext file _bPDF _2rda |
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| 505 | 0 | _aIntroduction -- Principles of Portfolio Management Conditions -- Evaluation of the Allocation Framework -- Multi Asset Portfolio Construction with the EMU -- Conclusion and Outlook. | |
| 520 | _aAndreas Schyra delineates the previous scientific and practical applications of indices as benchmarks for single asset classes such as stocks, commodities, German governmental bonds, and cash as well as especially for multi-asset portfolios. The author gives recommendations for allocating equity portfolios in the Eurozone under consideration of industrial and regional factors by an empirical analysis. As the most common benchmark index for the Eurozone, the Dow Jones Euro STOXX 50 is analysed in respect of index effects. This serves as a consideration of the active anticipations of index membership exchanges and a passive index investment during short- and long-term periods. Furthermore a correlation weighted equity index, established by different TMI industry indices of the Eurozone is calculated, which serves as benefit for diversification opportunities of two multidimensional diversified and systematically allocated multi-asset portfolios.   Contents   �         Principles of Portfolio Management, Indexing and Benchmarking Approaches �         Trend Dependent Correlation Analysis of Equities and Commodities in the Eurozone �         Investigation of Index Effects by the Dow Jones Euro STOXX 50 �         Development of a Correlation Weighting Approach for Equity Index Members �         Multi Asset Portfolio Construction within the EMU �         Verification of the Validity of the Portfolio Selection Theory     Target Groups �         Researchers and students in the field of finances with a special focus on portfolio management and indexing �         Private and institutional investors       Author Dr. Andreas Schyra completed his extra-occupational PhD-study under the supervision of doc. RNDr. J�an Pek�ar, Ph.D., at the Comenius University Bratislava, Slovakia. He is a member of the board of a company acting in the field of asset management, where he is responsible for the treasury and the advisory business. Furthermore he acts as a lecturer in the subject group of finance at the FOM University of Applied Sciences. | ||
| 650 | 0 | _aFinance. | |
| 650 | 1 | 4 | _aFinance. |
| 650 | 2 | 4 | _aFinance, general. |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783658006952 |
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-658-00696-9 |
| 912 | _aZDB-2-SBE | ||
| 942 | _cEBK | ||
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_c51195 _d51195 |
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