Home > Society & social sciences > Education > History of education > Passive Kapitalanlage. Ein Rendite-Risiko-Vergleich von Immobilien und Exchange Traded Funds: Rendite-Risiko-Vergleich von Immobilien und ETFs auf Basis der Portfoliotheorie
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Passive Kapitalanlage. Ein Rendite-Risiko-Vergleich von Immobilien und Exchange Traded Funds: Rendite-Risiko-Vergleich von Immobilien und ETFs auf Basis der Portfoliotheorie

Passive Kapitalanlage. Ein Rendite-Risiko-Vergleich von Immobilien und Exchange Traded Funds: Rendite-Risiko-Vergleich von Immobilien und ETFs auf Basis der Portfoliotheorie

          
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About the Book

Bachelorarbeit aus dem Jahr 2022 im Fachbereich VWL - Immobilienwirtschaft, Note: 2,0, Steinbeis-Hochschule Berlin (Center for Real Estate Studies), Sprache: Deutsch, Abstract: Ziel dieser Arbeit soll es sein, dem Privatanleger eine ausführliche Übersicht über die Assetklassen Exchange Traded Funds und Immobilien sowie über die indirekte Kapitalanlage in diese Assetklassen zu bieten. Der Fokus liegt dabei auf der Analyse der möglichen Renditen und Risiken, die mit der Investition in diese Assetklassen verbunden sind. Dadurch soll auch ermittelt werden, welche der indirekten Kapitalanlagen - ETFs oder Immobilien - dem Privatanleger das bessere Rendite-Risiko-Verhältnis bieten. Dies geschieht durch die Suche nach empirischen Daten zu den erzielten Renditen der Assetklassen in der Vergangenheit, um daraus ggf. einen Index zu bilden, der die Anlageklasse im weiteren Verlauf repräsentiert. Basierend auf den erzielten Renditen in der Vergangenheit wird die Volatilität der Anlagen ermittelt und zur besseren Deutung der Performance wird mithilfe der Modernen Portfoliotheorie durch die Sharpe-Ratio eine Kennziffer ermittelt, die die Performance ausdrückt. Zum Rendite-Risiko-Vergleich der beiden Anlageklassen werden die Anlageprodukte aus einer Assetklasse in Portfolios gebündelt und unterschiedlich gewichtet. Um die optimale Performance festzustellen, wird wieder die Sharpe-Ratio genutzt. Daraufhin werden Diversifikationsmöglichkeiten für die Anlagen geprüft und die Portfolios um die Assetklassen Anleihen und Rohstoffe erweitert. Zur Ermittlung der Diversifikationsmöglichkeit werden die Korrelationskoeffizienten der unterschiedlichen Anlageprodukte errechnet und in einer Matrix präsentiert. Mit dem Wissen der Korrelation werden dann unterschiedlich gewichtete Mixed-Asset-Portfolios zusammengestellt, die die unterschiedlichen Risikoaversionen der Privatanleger grob darstellen sollen. Auch bei diesen Mixed-Asset-Portfolios wird die Performance durch die Sharpe-Ratio ausgewie


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Product Details
  • ISBN-13: 9783346767134
  • Publisher: Bod Third Party Titles
  • Publisher Imprint: Grin Verlag
  • Height: 210 mm
  • No of Pages: 74
  • Spine Width: 5 mm
  • Weight: 109 gr
  • ISBN-10: 3346767132
  • Publisher Date: 13 Nov 2022
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Sub Title: Rendite-Risiko-Vergleich von Immobilien und ETFs auf Basis der Portfoliotheorie
  • Width: 148 mm


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Passive Kapitalanlage. Ein Rendite-Risiko-Vergleich von Immobilien und Exchange Traded Funds: Rendite-Risiko-Vergleich von Immobilien und ETFs auf Basis der Portfoliotheorie
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Passive Kapitalanlage. Ein Rendite-Risiko-Vergleich von Immobilien und Exchange Traded Funds: Rendite-Risiko-Vergleich von Immobilien und ETFs auf Basis der Portfoliotheorie
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Passive Kapitalanlage. Ein Rendite-Risiko-Vergleich von Immobilien und Exchange Traded Funds: Rendite-Risiko-Vergleich von Immobilien und ETFs auf Basis der Portfoliotheorie

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