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Darstellung der kapitalmarkttheoretischen Effizienzsteigerung des Eigenportfolios (Depot A)

Darstellung der kapitalmarkttheoretischen Effizienzsteigerung des Eigenportfolios (Depot A)

          
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About the Book

Inhaltsangabe: Einleitung: Die Arbeit thematisiert die Fragestellung, warum die unabdingbaren Vorteile, die sich durch die Implementierung alternativer Investments in traditionellen Portfolio-Allokationen ergeben, in Deutschland noch nicht adäquat verarbeitet werden. Speziell die legislativen Vorgaben in Form zahlreicher Gesetze der Finanzbranche, die es der aufstrebenden Hedge Fund Industrie nach wie vor schwer machen, werden ausführlich untersucht. Daneben finden sich die finanzwissenschaftlichen Erkenntnisse der Kapitalmarkttheorie in einer detaillierten Erläuterung wieder. Gezielt werden in der Arbeit die besonderen Spezifikationen alternativer Investments hinsichtlich der statistischen Eigenschaften herausgearbeitet sowie die verschiedenen Arten, Merkmale, Stile und Besonderheiten der Analyse von Hedge Funds weitgehend dargestellt. Im Zusammenhang mit einer Umfrage unter Sparkassen und Volksbanken werden die gewonnenen rechtlichen und gestaltungstechnischen Ergebnisse in zukunftsorientierten Handlungsstrategien miteinander verbunden. Diese Empfehlungen beziehen sich auf der einen Seite auf die Problematik der Einführung innovativer neuer Produkte in das Eigendepot der Kreditinstitute und auf der anderen Seite auf die Berechnung optimaler Rendite-Risiko-Strukturen mit der Diversifikation durch spezielle Hedge Fund Strategien. Inhaltsverzeichnis: Inhaltsverzeichnis: 1.Einleitung1 1.1Begriffsverständnis des Titels1 1.2Problemstellung in den Kreditinstituten2 1.3Zweck und Methodik einer Analyse mittels Fragebogen2 2.Grundlagen alternativer Investments3 2.1Klassifizierung nicht-traditioneller Assets4 2.2Grad der Effizienz von Kapitalmärkten5 2.3Kapitalmarkttheorie als Basis effizienter Investitionsentscheidungen6 2.3.1Die Risiko-Ertrags-Indifferenzfunktion6 2.3.2Diversifikation als Haupterkenntnis der Portfolio Selection Theory8 2.3.2.1Statistische Berechnungen der Theorie8 2.3.2.2Interpretation der Erkenntnisse10 2.3.3Kritische Würdigung Kapitalm


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Product Details
  • ISBN-13: 9783838647289
  • Publisher: Diplom.de
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 6 mm
  • Width: 148 mm
  • ISBN-10: 3838647289
  • Publisher Date: 20 Nov 2001
  • Height: 210 mm
  • No of Pages: 94
  • Series Title: German
  • Weight: 136 gr


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