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Asset Allocation auf der Basis von Investmentfonds mit dem Ziel der Berechnung eines Fondsindex

Asset Allocation auf der Basis von Investmentfonds mit dem Ziel der Berechnung eines Fondsindex

          
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About the Book

Inhaltsangabe: Gang der Untersuchung: Im ersten Kapitel dieser Arbeit werden die Grundbegriffe Investmentfonds und Asset Allocation erläutert. Das zweite Kapitel befasst sich mit der breit gefächerten Fondslandschaft, die sich dem Anleger heutzutage bietet, und den Risiken, denen er sich stellen muss. Kernstück ist die Entwicklung eines Investmentfondsindex im dritten Kapitel dieser Arbeit. Unter Vorgabe bestimmter Auswahlkriterien (Erläuterung der Risikobegriffe, Anwendung des Sharpe-Ratios) werden qualitativ hochwertige Fonds bestimmter Länder, Regionen und Branchen zu einem Index zusammengefasst. Ziel ist es, auf diese Weise bestimmte Fonds, wie z.B. die immer populärer werdenden Dachfonds, an einer Benchmark messen zu können, die sich aus anderen Investmentfonds zusammensetzt. Zur Zeit werden Dachfonds zumeist am MSCI - Worldindex von Morgan Stanley gemessen, der alle Aktien weltweit enthält. Im dritten Kapitel wird in diesem Zusammenhang ebenfalls ausführlich auf die Berechnung von Aktienindizes, wie z.B. des DAX, eingegangen. Das Benchmarking einiger Dachfonds mit diesem neu entwickelten Fondsindex ist Bestandteil des vierten Kapitels. Im fünften Kapitel soll mit den ausgewählten Fonds des Aktienfondsindex letztendlich Asset Allocation betrieben werden, um unter Berechnung der Korrelationen der einzelnen Fonds möglichst effiziente Portfolios heraus zu filtern. Inhaltsverzeichnis: Inhaltsverzeichnis: Abbildungsverzeichnis4 Tabellenverzeichnis5 Formelverzeichnis6 Abkürzungsverzeichnis7 1.Einführung wichtiger Grundbegriffe10 1.1Einleitung10 1.2Investmentfonds11 1.3Asset Allocation12 2.Darstellung der Fondslandschaft15 2.1Rechtliche Rahmenbedingungen15 2.2Die Fondskosten18 2.3Die Anteilswertermittlung19 2.4Die Fondsarten20 2.4.1Aktienfonds21 2.4.2Rentenfonds24 2.4.3Gemischte Fonds25 2.4.4Geldmarktfonds26 2.4.5Immobilienfonds26 2.4.6Dachfonds und Umbrellafonds28 2.4.7Future-Fonds, Hedge-Fonds und Optionsschein-Fonds28 2.5Fonds und Risiko


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Product Details
  • ISBN-13: 9783838642345
  • Publisher: Diplom.de
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 8 mm
  • Width: 148 mm
  • ISBN-10: 3838642341
  • Publisher Date: 24 Jun 2001
  • Height: 210 mm
  • No of Pages: 134
  • Series Title: German
  • Weight: 186 gr


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Asset Allocation auf der Basis von Investmentfonds mit dem Ziel der Berechnung eines Fondsindex
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