Indices as Benchmarks in the Portfolio Management: With Special Consideration of the European Monetary Union

0 avg rating
( 0 ratings by Goodreads )
 
9783658006952: Indices as Benchmarks in the Portfolio Management: With Special Consideration of the European Monetary Union
View all copies of this ISBN edition:
 
 

Based on a very extensive literature review the book delineates the previous scientific and practical applications of indices as benchmarks for single asset classes as stocks, commodities, German governmental bonds and cash as well as especially for multi asset portfolios. According to the specific influencing factors of the Eurozone a recommendation of allocating equity portfolios with respect to industrial or regional factors is given by an empirical analysis. As most common and significant benchmark index for the Eurozone, the Dow Jones Euro STOXX 50 is analysed according to index effects. This serves as comparison and consideration of the active anticipations of index membership exchanges and a simple 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 multidimensionally diversified and systamatically allocated multi asset portfolios. These portfolios are composed with reference towards the Portfolio Selection Theory by Harry M. Markowitz to test its practical relevance and validity during the challenging years from 2001 and 2010.

"synopsis" may belong to another edition of this title.

From the Back Cover:

Andreas 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. Ján Pekár, 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.

About the Author:

Dr. Andreas Schyra completed his extra-occupational PhD-study under the supervision of doc. RNDr. Ján Pekár, 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.

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 99.00
US$ 87.53

Convert Currency

Shipping: US$ 5.40
From United Kingdom to U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Schyra, Andreas
Published by Springer Gabler (2016)
ISBN 10: 3658006951 ISBN 13: 9783658006952
New Paperback Quantity Available: 1
Print on Demand
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Springer Gabler, 2016. Paperback. Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Seller Inventory # ria9783658006952_lsuk

More information about this seller | Contact this seller

Buy New
US$ 87.53
Convert Currency

Add to Basket

Shipping: US$ 5.40
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Andreas Schyra
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG (2012)
ISBN 10: 3658006951 ISBN 13: 9783658006952
New Quantity Available: > 20
Print on Demand
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, 2012. PAP. Condition: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # IP-9783658006952

More information about this seller | Contact this seller

Buy New
US$ 90.72
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

3.

ANDREAS SCHYRA
Published by Springer Gabler (2012)
ISBN 10: 3658006951 ISBN 13: 9783658006952
New Paperback Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Springer Gabler, 2012. Paperback. Condition: NEW. 9783658006952 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Seller Inventory # HTANDREE0369561

More information about this seller | Contact this seller

Buy New
US$ 89.35
Convert Currency

Add to Basket

Shipping: US$ 11.16
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Andreas Schyra
Published by Springer Fachmedien Wiesbaden 2012-12-11, Wiesbaden (2012)
ISBN 10: 3658006951 ISBN 13: 9783658006952
New paperback Quantity Available: 10
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Springer Fachmedien Wiesbaden 2012-12-11, Wiesbaden, 2012. paperback. Condition: New. Seller Inventory # 9783658006952

More information about this seller | Contact this seller

Buy New
US$ 96.94
Convert Currency

Add to Basket

Shipping: US$ 8.39
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Andreas Schyra
Published by Springer Gabler 2012-12-11 (2012)
ISBN 10: 3658006951 ISBN 13: 9783658006952
New Quantity Available: 2
Seller:
Chiron Media
(Wallingford, United Kingdom)
Rating
[?]

Book Description Springer Gabler 2012-12-11, 2012. Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Seller Inventory # NU-LBR-01726506

More information about this seller | Contact this seller

Buy New
US$ 100.16
Convert Currency

Add to Basket

Shipping: US$ 5.58
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Andreas Schyra
Published by Springer Gabler (2012)
ISBN 10: 3658006951 ISBN 13: 9783658006952
New Softcover Quantity Available: 1
Seller:
Rating
[?]

Book Description Springer Gabler, 2012. Condition: New. Seller Inventory # L9783658006952

More information about this seller | Contact this seller

Buy New
US$ 106.58
Convert Currency

Add to Basket

Shipping: US$ 3.71
From Germany to U.S.A.
Destination, Rates & Speeds

7.

Andreas Schyra
Published by Springer Gabler 2012-12-11 (2012)
ISBN 10: 3658006951 ISBN 13: 9783658006952
New Quantity Available: 5
Seller:
Chiron Media
(Wallingford, United Kingdom)
Rating
[?]

Book Description Springer Gabler 2012-12-11, 2012. Condition: New. Brand new book, sourced directly from publisher. Dispatched within 2 working days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Seller Inventory # NU-ING-27413433

More information about this seller | Contact this seller

Buy New
US$ 107.59
Convert Currency

Add to Basket

Shipping: US$ 5.58
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Schyra, Andreas
Published by Springer Gabler (2012)
ISBN 10: 3658006951 ISBN 13: 9783658006952
New Paperback Quantity Available: 10
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Springer Gabler, 2012. Paperback. Condition: New. Seller Inventory # INGM9783658006952

More information about this seller | Contact this seller

Buy New
US$ 110.52
Convert Currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, Rates & Speeds

9.

Andreas Schyra
Published by Springer Fachmedien Wiesbaden Dez 2012 (2012)
ISBN 10: 3658006951 ISBN 13: 9783658006952
New Taschenbuch Quantity Available: 1
Seller:
Rating
[?]

Book Description Springer Fachmedien Wiesbaden Dez 2012, 2012. Taschenbuch. Condition: Neu. Neuware - _Based on a very extensive literature review the book delineates the previous scientific and practical applications of indices as benchmarks for single asset classes as stocks, commodities, German governmental bonds and cash as well as especially for multi asset portfolios. According to the specific influencing factors of the Eurozone a recommendation of allocating equity portfolios with respect to industrial or regional factors is given by an empirical analysis. As most common and significant benchmark index for the Eurozone, the Dow Jones Euro STOXX 50 is analysed according to index effects. This serves as comparison and consideration of the active anticipations of index membership exchanges and a simple 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 multidimensionally diversified and systamatically allocated multi asset portfolios. These portfolios are composed with reference towards the Portfolio Selection Theory by Harry M. Markowitz to test its practical relevance and validity during the challenging years from 2001 and 2010. 256 pp. Englisch. Seller Inventory # 9783658006952

More information about this seller | Contact this seller

Buy New
US$ 105.20
Convert Currency

Add to Basket

Shipping: US$ 14.99
From Germany to U.S.A.
Destination, Rates & Speeds

10.

Andreas Schyra
Published by Springer Gabler
ISBN 10: 3658006951 ISBN 13: 9783658006952
New Paperback Quantity Available: > 20
Seller:
BuySomeBooks
(Las Vegas, NV, U.S.A.)
Rating
[?]

Book Description Springer Gabler. Paperback. Condition: New. 233 pages. Dimensions: 8.3in. x 5.8in. x 0.6in.Based on a very extensive literature review the book delineates the previous scientific and practical applications of indices as benchmarks for single asset classes as stocks, commodities, German governmental bonds and cash as well as especially for multi asset portfolios. According to the specific influencing factors of the Eurozone a recommendation of allocating equity portfolios with respect to industrial or regional factors is given by an empirical analysis. As most common and significant benchmark index for the Eurozone, the Dow Jones Euro STOXX 50 is analysed according to index effects. This serves as comparison and consideration of the active anticipations of index membership exchanges and a simple 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 multidimensionally diversified and systamatically allocated multi asset portfolios. These portfolios are composed with reference towards the Portfolio Selection Theory by Harry M. Markowitz to test its practical relevance and validity during the challenging years from 2001 and 2010. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Seller Inventory # 9783658006952

More information about this seller | Contact this seller

Buy New
US$ 120.34
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book