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Zeitvariable Asset-Pricing-Modelle für den deutschen Aktienmarkt

Zeitvariable Asset-Pricing-Modelle für den deutschen Aktienmarkt

Heiko Opfer

89,97 €
IVA incluido
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Editorial:
Springer Nature B.V.
Año de edición:
2004
Materia
Finanzas
ISBN:
9783824482337
89,97 €
IVA incluido
Disponible

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Sobre IBD

Heiko Opfer analysiert den Einfluss makroökonomischer Größen auf die Renditeentwicklung am deutschen Aktienmarkt. Dabei verwendet er neben verschiedenen Modellstrukturen sowohl statische als auch dynamische Asset-Pricing-Modelle. Es wird deutlich, dass makroökonomische Faktoren für die Renditeentwicklung relevant sind und diese auch gut beschreiben.

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