Indices as Benchmarks in the Portfolio Management (Record no. 98903)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03833nam a22004575i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-658-00696-9 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140220082924.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 121211s2013 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783658006969 |
| -- | 978-3-658-00696-9 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-658-00696-9 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG1-9999 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG4501-6051 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG1501-HG3550 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KFF |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KFFK |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS027000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS004000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 657.8333 |
| Edition number | 23 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.152 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Schyra, Andreas. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Indices as Benchmarks in the Portfolio Management |
| Medium | [electronic resource] : |
| Remainder of title | With Special Consideration of the European Monetary Union / |
| Statement of responsibility, etc | by Andreas Schyra. |
| 264 #1 - | |
| -- | Wiesbaden : |
| -- | Springer Fachmedien Wiesbaden : |
| -- | Imprint: Springer Gabler, |
| -- | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XX, 233 p. 21 illus. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction -- Principles of Portfolio Management Conditions -- Evaluation of the Allocation Framework -- Multi Asset Portfolio Construction with the EMU -- Conclusion and Outlook. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Andreas Schyra delineates the previous scientific and practical applications of indices as benchmarks for single asset classes such as stocks, commodities, German governmental bonds, and cash as well as especially for multi-asset portfolios. The author gives recommendations for allocating equity portfolios in the Eurozone under consideration of industrial and regional factors by an empirical analysis. As the most common benchmark index for the Eurozone, the Dow Jones Euro STOXX 50 is analysed in respect of index effects. This serves as a consideration of the active anticipations of index membership exchanges and a passive index investment during short- and long-term periods. Furthermore a correlation weighted equity index, established by different TMI industry indices of the Eurozone is calculated, which serves as benefit for diversification opportunities of two multidimensional diversified and systematically allocated multi-asset portfolios. Contents · Principles of Portfolio Management, Indexing and Benchmarking Approaches · Trend Dependent Correlation Analysis of Equities and Commodities in the Eurozone · Investigation of Index Effects by the Dow Jones Euro STOXX 50 · Development of a Correlation Weighting Approach for Equity Index Members · Multi Asset Portfolio Construction within the EMU · Verification of the Validity of the Portfolio Selection Theory Target Groups · Researchers and students in the field of finances with a special focus on portfolio management and indexing · Private and institutional investors Author Dr. Andreas Schyra completed his extra-occupational PhD-study under the supervision of doc. RNDr. Ján Pekár, Ph.D., at the Comenius University Bratislava, Slovakia. He is a member of the board of a company acting in the field of asset management, where he is responsible for the treasury and the advisory business. Furthermore he acts as a lecturer in the subject group of finance at the FOM University of Applied Sciences. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics/Management Science. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance/Investment/Banking. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783658006952 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-658-00696-9 |
| 912 ## - | |
| -- | ZDB-2-SBE |
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