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A Beta-return Efficient Portfolio Optimisation Following the CAPMAnalysis & Discussion

A Beta-return Efficient Portfolio Optimisation Following the CAPM: Analysis & Discussion [This part of the dissertation provides the major results of the empirical analysis and the implications of those findings. It is illustrated how the statistical test and analysis were conducted on the data before the findings are presented and discussed. The structure of this chapter follows the research questions and addresses one after another.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

A Beta-return Efficient Portfolio Optimisation Following the CAPMAnalysis & Discussion

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Publisher
Springer Fachmedien Wiesbaden
Copyright
© Springer Fachmedien Wiesbaden 2015
ISBN
978-3-658-06633-8
Pages
45 –74
DOI
10.1007/978-3-658-06634-5_4
Publisher site
See Chapter on Publisher Site

Abstract

[This part of the dissertation provides the major results of the empirical analysis and the implications of those findings. It is illustrated how the statistical test and analysis were conducted on the data before the findings are presented and discussed. The structure of this chapter follows the research questions and addresses one after another.]

Published: Jul 2, 2014

Keywords: Systematic Risk; Return Portfolio; Return Analysis; Industrial Good; Efficient Portfolio

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