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Portfolio Insurance: CPPI vs. OBPI. Sensitivitäts- und Performanceanalyse wertbesicherter Investmentstrategien

Portfolio Insurance: CPPI vs. OBPI. Sensitivitäts- und Performanceanalyse wertbesicherter Investmentstrategien

          
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About the Book

Der Börsencrash 1987, die ausgeprägte Baisse 2001, massive Kurseinbrüche während der Subprime-Krise 2008 - vor dem Hintergrund historischer Rezessionen und auch künftig weiterhin stark volatiler Finanzmärkte sehen sich sowohl institutionelle Finanzdienstleister als auch private Investoren zunehmend mit der Bedeutung von Portfolio Absicherungsstrategien bei der Vermögensallokation konfrontiert. Der Bedarf alternativer Wertsicherungsansätze äußert sich daneben im Spannungsfeld zwischen verschärft aufsichtsrechtlichen Verordnungen und der aktuellen Niedrigzinspolitik als ein wesentlicher Treiber und Erfolgsfaktor des modernen Portfolio Managements. Die vorliegende Arbeit fokussiert neben statisch optionsbasierten Absicherungsstrategien die dynamische CPPI, welche bis heute durch ihre vergleichsweise einfache mathematische Konzeption in der Praxis große Relevanz kennzeichnet. Der Forschungsfrage gilt es, einen erweiterten Bewertungsrahmen zu schaffen, indem zusammenhängend die Vor- und Nachteile der Investmentstrategien im Rahmen veränderter markt- und risikospezifischer Einflussfaktoren theoretisch und empirisch konkretisiert werden.
About the Author: Christof Neunsinger, geboren 1994 in Hersbruck, studiert Wirtschaftswissenschaften mit Schwerpunkt Finance, Auditing, Controlling, Taxation an der Friedrich-Alexander-Universität Erlangen-Nürnberg. Um seine Qualifikationen praktisch weiter auszubauen, engagiert er sich beruflich seit November 2017 im Finanzdienstleistungssektor der Wirtschaftsprüfungsgesellschaft PricewaterhouseCoopers GmbH. Daneben sammelte er während seines Studiums interdisziplinär über mehrere Jahre umfassende Erfahrungen bei der Siemens AG im Business Development der DF FA. Ein besonderes Interesse widmet er finanzwissenschaftlichen Forschungen, deren Relevanz besonders vor dem Hintergrund vergangener Finanzmarktkrisen und wirtschaftspolitischer Entscheidungen sowie im gegenwärtigen Kontext der Digitalisierung zunehmend zum Umdenken konventioneller Thematiken motiviert.


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Product Details
  • ISBN-13: 9783959930550
  • Publisher: Bachelor + Master Publishing
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Sub Title: CPPI vs. OBPI. Sensitivitäts- und Performanceanalyse wertbesicherter Investmentstrategien
  • Width: 148 mm
  • ISBN-10: 3959930550
  • Publisher Date: 12 Dec 2017
  • Height: 210 mm
  • No of Pages: 54
  • Spine Width: 3 mm
  • Weight: 77 gr


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