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Risikominderung durch eine optimierte Investmentstrategie für Anlagen zur Altersicherung

Author

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  • Scholtz, Hellmut D.

Abstract

Auf Grundlage unabhängiger Ertragserwartungen einzelner Assets wird ein Ansatz zur Optimierung eines Anlagemix abgeleitet. Das erwartete Risiko wird dadurch gemindert unter anderem auch durch Einbeziehung von Anlagen mit schwachen Ertragserwartungen in Baissezeiten.

Suggested Citation

  • Scholtz, Hellmut D., 2002. "Risikominderung durch eine optimierte Investmentstrategie für Anlagen zur Altersicherung," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 43(6), pages 101-107.
    • Handle: RePEc:zbw:espost:90884
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    More about this item

    Keywords

    Portfoliotheorie; Risiko;

    JEL classification:

    • C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
    • G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies

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