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Performance quantitativer Value-Strategien am deutschen Aktienmarkt am Beispiel des DAX-30

Performance quantitativer Value-Strategien am deutschen Aktienmarkt am Beispiel des DAX-30


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About the Book

In den meisten Studien der vergangenen Jahre herrscht mittlerweile Einigkeit darüber, dass sich mit der Value-Strategie, d.h. dem Investieren in unterbewertete Aktien, höhere Renditen erzielen lassen, als dies mit anderen Anlagestrategien der Fall ist. Trotz der Fülle an Literatur, die sich mit der Value-Strategie befasst, existieren nur recht we-nige Studien speziell für den deutschen Aktienmarkt, da sich ein Großteil der Literatur auf den amerikanischen Raum beschränkt. Die Studien, die sich auch mit internationalen Aktien-märkten befassen, sind überwiegend vor dem Jahr 2000 erschienen und berücksichtigen daher die insbesondere für die Value-Strategie turbulente Zeit der New Economy nicht mehr oder nur ansatzweise. Die Autoren befassen sich eingehend mit dem Thema der Performance der Value-Strategie und zwar sowohl ganz speziell für den deutschen Aktienmarkt, als auch unter Berücksichti-gung der Daten der letzten Jahre. In diesem Buch gehen sie der Frage nach, ob sich mit einer quantitativen Value-Strategie am deutschen Aktienmarkt eine bessere Performance als mit dem DAX erzielen lässt und ob dies bei gleichem oder sogar geringerem Risiko möglich ist.


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Product Details
  • ISBN-13: 9783941482241
  • Publisher: Europ Ischer Hochschulverlag Gmbh & Co. Kg
  • Publisher Imprint: Europ Ischer Hochschulverlag Gmbh & Co. Kg
  • Height: 210 mm
  • No of Pages: 92
  • Series Title: German
  • Weight: 181 gr
  • ISBN-10: 3941482246
  • Publisher Date: 26 May 2009
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 6 mm
  • Width: 148 mm


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