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Abschätzung der Eignung der Technischen Aktienanalyse zur Erzielung von Überrenditen am Aktienmarkt

Abschätzung der Eignung der Technischen Aktienanalyse zur Erzielung von Überrenditen am Aktienmarkt

          
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About the Book

Inhaltsangabe: Gang der Untersuchung: Die vorliegende Untersuchung zielt in zwei Richtungen. Nach der Einführung wird in Abschnitt 2 zuerst die Markteffizienzhypothese, als Gegenhypothese zur Technischen Aktienanalyse (TA), kurz beschrieben und auf ihre Richtigkeit hin überprüft. Ein Beweis gegen die Validität der Markteffizienzhypothese würde die Effizienz der TA unterstützen. In Abschnitt 3 und 4 werden verschiedene Formen und Ansätze der TA auf ihre Effizienz hin untersucht. Ein Beweis für die Effizienz dieser Formen und Ansätze würde die Effizienzthese der TA unterstützen. Aus diesen beiden Abschnitten wird dann in Abschnitt 5 zusammenfassend festgestellt ob die TA zur Erzielung von Überrenditen geeignet ist oder nicht. Die untersuchten Theorien werden einzeln in den jeweiligen Abschnitten kurz dargestellt. Anschließend werden die zu ihnen angestellten Untersuchungen tabellarisch im Anhang aufgeführt und nach ihrer Aussage für oder gegen die Theorie bewertet. Besonders richtungsweisende Untersuchungen werden im Tabellenkurztext fettgedruckt hervorgehoben und noch einmal detailliert im Hauptteil der Arbeit dargestellt. Aus allen vorliegenden Untersuchungen und Beobachtungen wird dann eine Gültigkeit der Theorie abgeleitet. Die Untersuchungen können schwer untereinander verglichen werden, da die Untersuchungsmethoden verschieden ausfallen und hinsichtlich Risikoadjustierung und Benchmark (meist eine B&H-Strategie) unterschiedliche Annahmen getroffen werden. Da die Autoren aber meist zu einer klaren Aussage über das Ergebnis ihrer Untersuchungen kommen, sollten für eine Aussage ob die Theorie Gültigkeit besitzt die so dargestellten Untersuchungen ausreichend sein. Das meiste Material bezieht sich auf den Teilbereich Chartanalyse der TA. Alle Teilbereiche der TA dezidiert mit allen Methoden und Strategien darzustellen, war nicht möglich, weil zu vielen Bereichen keine Analysen vorliegen (da sie nicht möglich sind oder noch nicht angestellt wurden). Gerade der Ber


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Product Details
  • ISBN-13: 9783838632711
  • Publisher: Diplom.de
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 6 mm
  • Width: 148 mm
  • ISBN-10: 3838632710
  • Publisher Date: 23 Apr 2001
  • Height: 210 mm
  • No of Pages: 96
  • Series Title: German
  • Weight: 136 gr


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