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Sicherheits-orientiertes Portfoliomanagement

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  • Müller, Sebastian
  • Müller, Gerhard

Abstract

Ende der 90er Jahre schien eine intensive Auswahl der Investments kaum notwendig, da fast jede Aktienanlage deutliche Kursgewinne versprach. Nach dem jähen Absturz an den Börsen haben die Anleger einen beträchtlichen Teil ihres Aktienvermögens verloren. Damit rücken wieder verstärkt Anlagestrategien in den Vordergrund, die das Risiko der Anlagealternativen gebührend berücksichtigen. In diesem Beitrag sollen dem entsprechende Portfoliostrategien vorgestellt und deren Ergebnisse verglichen werden. Dazu werden vorab in einem allgemeinen Teil die notwendigen theoretischen Konzepte und Prämissen dargestellt, auf denen die nachfolgenden Portfolios basieren.

Suggested Citation

  • Müller, Sebastian & Müller, Gerhard, 2005. "Sicherheits-orientiertes Portfoliomanagement," Wismar Discussion Papers 09/2005, Hochschule Wismar, Wismar Business School.
    • Handle: RePEc:zbw:hswwdp:092005
    as

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    References listed on IDEAS

    as
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    More about this item

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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