An optimal asset allocation in a portfolio: Using Markowitz approach and Principal component analysis - Softcover

Boorova, Zuzana

 
9783848497140: An optimal asset allocation in a portfolio: Using Markowitz approach and Principal component analysis
Softcover
ISBN 10: 384849714X ISBN 13: 9783848497140
Verlag: LAP LAMBERT Academic Publishing, 2014

Inhaltsangabe

Investment landscape has been challenged a lot over the past years due to many economic fluctuations. After the economy has recovered from the consequences of Great Depression, the term risk in a portfolio context became a vital part of every investor’s decision making. Combining an optimal portfolio with the appropriate risk-return profile of different securities led to the widespread of active portfolio management theories. However, the increased demand for risky products was one of the major causes of the recent economic crisis since when investors have become more conservative and started turning more towards passive portfolio management theories whose results have proven to reflect the market more accurately. Thus, the intent of this work is to compare actively and passively managed portfolios based on the historical data and according to this analysis, come to the conclusion whether an actively managed portfolio can beat the benchmark by adjusting its individual weights of securities.

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Über die Autorin bzw. den Autor

Zuzana Boorova, MA: Studied International Finance and Accounting at the University of Applied Sciences Wiener Neustadt, Austria.

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2014
Sprache
Englisch
ISBN 10 
384849714X
ISBN 13 
9783848497140
Einband
Taschenbuch
Anzahl der Seiten
112
Kontakt zum Hersteller
Nicht verfügbar
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