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Analyse der Strategieindizes der Deutsche Börse AG: Motivation, Konstruktion und Bewertung von DivDAX, LevDAX & Co.

Analyse der Strategieindizes der Deutsche Börse AG: Motivation, Konstruktion und Bewertung von DivDAX, LevDAX & Co.

          
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About the Book

Inhaltsangabe: Einleitung: „Sell in May and go away" oder auch „The trend is your friend" lauten wohl die bekanntesten Weisheiten an der Börse. Und obwohl fast jeder Börsenteilnehmer sie kennt und viele sogar davon überzeugt sind, finden sie in der gegenwärtigen Indexwelt praktisch keine Beachtung. Trotz der unglaublichen Anzahl von über 33.000 Aktienindizes weltweit und der ständigen Medienpräsenz von DAX, Dow Jones und Nasdaq, wurden sie von den Indexanbietern bislang weitestgehend ignoriert. Dies änderte sich im Frühjahr 2005, als die Deutsche Börse AG, aufgrund steigenden Informationsbedarfs seitens der Aktienmärkte, mit dem DivDAX als Flaggschiff, ein ganz neues Strategieindex-Segment mit dem viel versprechenden Namen DAXplus an der Frankfurter Wertpapierbörse einführte. Seither folgten in regelmäßigen Abständen neue Sprösslinge der noch jungen Indexfamilie, bislang fünf an der Zahl und ein Ende scheint nicht in Sicht. Unter ihnen befinden sich so interessant anmutende Titel wie der DAXplus Seasonal Strategy, der DAXplus Covered Call oder auch der DAXplus Protective Put. Jeder von Ihnen bildet eine andere, weitestgehend anerkannte Anlagestrategie ab und versucht damit den Gesamtmarkt als Benchmark zu übertreffen. Mittlerweile ziehen andere große Indexanbieter, wie bspw. STOXX und Dow Jones nach und bieten ebenfalls Strategieindizes an. Dies scheint nicht weiter verwunderlich, da man dieses lukrative und stetig wachsende Geschäftsfeld bislang den Anbietern von Investmentfonds und Zertifikaten mehr oder weniger vollständig überlassen hatte. Nach nunmehr anderthalb Jahren scheint eine erste Bestandsaufnahme der Strategieindizes möglich und vielleicht auch nötig, wenn man bedenkt, dass der Deutsche Börse AG aus Reihen der Fachpresse zuletzt eine regelrechte „Indexwut" nachgesagt wurde. Gang der Untersuchung: Die vorliegende Arbeit hat die Analyse der noch jungen Indexfamilie der Strategieindizes der Deutsche Börse AG zum Inhalt und beschäftigt sich einerseits


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Product Details
  • ISBN-13: 9783836600118
  • Publisher: Diplom.de
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 8 mm
  • Weight: 190 gr
  • ISBN-10: 3836600110
  • Publisher Date: 05 Dec 2006
  • Height: 210 mm
  • No of Pages: 138
  • Series Title: German
  • Sub Title: Motivation, Konstruktion und Bewertung von DivDAX, LevDAX & Co.
  • Width: 148 mm


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