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Chapters in this book
- Frontmatter I
- Vorwort VII
- Inhalt IX
- 1. Vermögensverwaltung 1
- 2 Portfoliomanagement 41
- 3 Rendite 71
- 4 Risiko 99
- 5 Empirische Forschung 123
- 6 Informationseffizienz 149
- 7 Effiziente Portfolios (MARKOWITZ) 173
- 8 Kapitalmarktlinie (Tobin) 215
- 9 Marktportfolio 255
- 10. CAPM (SHARPE) 285
- 11 Performance 337
- 12 Bedingte Optimierung 371
- 13. Kontinuierliche Zeit 407
- 14 Zeithorizont-Effekte 441
- 15 Expected Utility 469
- 16 Samuelson-Modell 495
- 17 Optionen 511
- 18 Portfolio-Insurance 557
- 19. Konklusion 589
- Backmatter 622
Chapters in this book
- Frontmatter I
- Vorwort VII
- Inhalt IX
- 1. Vermögensverwaltung 1
- 2 Portfoliomanagement 41
- 3 Rendite 71
- 4 Risiko 99
- 5 Empirische Forschung 123
- 6 Informationseffizienz 149
- 7 Effiziente Portfolios (MARKOWITZ) 173
- 8 Kapitalmarktlinie (Tobin) 215
- 9 Marktportfolio 255
- 10. CAPM (SHARPE) 285
- 11 Performance 337
- 12 Bedingte Optimierung 371
- 13. Kontinuierliche Zeit 407
- 14 Zeithorizont-Effekte 441
- 15 Expected Utility 469
- 16 Samuelson-Modell 495
- 17 Optionen 511
- 18 Portfolio-Insurance 557
- 19. Konklusion 589
- Backmatter 622
