Optimierung der Asset Allokation unter Anwendung des by Zanini Loki

By Zanini Loki

Masterarbeit aus dem Jahr 2007 im Fachbereich BWL - financial institution, Börse, Versicherung, word: 1,3, Wissenschaftliche Hochschule Lahr, 153 Quellen im Literaturverzeichnis, Sprache: Deutsch, summary: Darstellung und detaillierte Anwendung des Black-Litterman-Modells anhand eines beispielhaften Portfolios.

Dazu wird grundlegend auf das Thema Portfoliomanagement sowie das Black-Litterman-Modell als quantitativer Portfolio-Steuerungsansatz theoretisch und praktisch eingegangen.

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