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Wertpapieranalyse auf Basis von Rendite und Risiko: Portefeuilletheorie des Anlegerverhaltens und Kapitalmarktansatz (CAPM) der Preisbildung

Wertpapieranalyse auf Basis von Rendite und Risiko: Portefeuilletheorie des Anlegerverhaltens und Kapitalmarktansatz (CAPM) der Preisbildung

          
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About the Book

Inhaltsangabe: Einleitung: Die vorliegende Arbeit soll die Grundlagen, den Weg der Analyse, die Anwendung und die Kritik der „Portefeuilletheorie" sowie des „Capital Asset Pricing Model" vermitteln. Um den Bezug zum Oberthema der Diplomarbeit „Wertpapieranalyse auf Basis von Rendite und Risiko" zur gewährleisten, erfolgt eine Einordnung der Theorien in ihr geschichtliches und sachliches Umfeld. Die beiden Unterthemen „Portefeuilletheorie des Anlegerverhaltens" und „Kapitalmarktansatz (CAPM) der Preisbildung" sind die zentralen Elemente dieser Arbeit. Die sachliche Abgrenzung ihrer Stellung innerhalb der Theorien der Wertpapieranalyse orientiert sich an einem historischen Abriß der Wertpapieranalyse. Die Sichtweise der vorliegenden Ausarbeitung entspricht der von Groß- und Kleinanlegern auf Basis fundierter wirtschaftswissenschaftlicher Grundlagen. Gang der Untersuchung: Die Arbeit folgt einem einengenden kumulierenden Prinzip. Nach der schrittweisen Aufreihung von Grundlagen, werden hieraus jeweils die entsprechenden Modelle abgeleitet. Im Anschluß hieran werden die Kernaussagen zusammengefaßt, die in der Literatur diskutierte Kritik vorgestellt und das Modell gewürdigt. Den Einstieg in das Thema leistet das Kapitel 2. Ein „Historischer Abriß der Wertpapieranalyse" veranschaulicht den Gang der wissenschaftlichen Entwicklung. Danach findet im Kapitel 3 „Analyse und Bewertung von Wertpapieren auf Basis der Portefeuilletheorie" eine Beschreibung der traditionellen Wertpapieranalyse statt (3.1), um auf deren Grundlagen die Idee der modernen Portefeuilletheorie deutlich zu machen (3.2). Sodann wird eine ausführliche Darstellung des Portfolio-Selection-Ansatzes von Markowitz vorgenommen (3.3.). Die Darstellung soll den Leser in die Lage versetzen, eine Portefeuilleoptimierung mit beliebig vielen Wert-papieren, gemäß des „Portfolio-Selection-Modells", durchzuführen. Um auf die Probleme der Portefeuilletheorie aufmerksam zu machen, wird im Anschluß die Kritik des Mod


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Product Details
  • ISBN-13: 9783838637723
  • Publisher: Diplom.de
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 5 mm
  • Weight: 118 gr
  • ISBN-10: 3838637720
  • Publisher Date: 02 May 2001
  • Height: 210 mm
  • No of Pages: 82
  • Series Title: German
  • Sub Title: Portefeuilletheorie des Anlegerverhaltens und Kapitalmarktansatz (CAPM) der Preisbildung
  • Width: 148 mm


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