Skip to main content
SpringerLink
Log in

Effiziente Portefeuillestrukturen: von Harry Markowitz zur Kapitalmarktlinie

  • Chapter
Book cover Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen

  • 4571 Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 109.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book
USD 149.00
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Literaturverzeichnis

  1. Breuer, Wolfgang; Gürtler, Marc; Schuhmacher, Frank (1999): Portfoliomana-gement. Wiesbaden, Gabler.

    Google Scholar 

  2. Copeland, Thomas E.; Weston, John F.; Shastri, Kuldeep (2005): Financial Theory and Corporate Policy. 4th ed., Addison Wesley.

    Google Scholar 

  3. Elton, Edwin J.; Gruber, Martin J.; Brown, Stephen J.; Goetzmann, William N. (2003): Modern Portfolio Theory and Investment Analysis. 6th ed., John Wiley.

    Google Scholar 

  4. Haugen, Robert A. (2001): Modern Investment Theory. 5th ed., Upper Saddle River, Prentice Hall.

    Google Scholar 

  5. Lintner, John (1965): The Valuation of Risk Assets and the Selection of Ri-siky Investments in Stock Portfolios and Capital Budgets. In: The Review of Economics and Statistics, Vol. 47, 13–37.

    Article  Google Scholar 

  6. Markowitz, Harry M. (1952): Portfolio Selection. In: The Journal of Finance, Vol. 7, 77–91.

    Google Scholar 

  7. Markowitz, Harry M. (1959): Portfolio Selection. Efficient Diversification of Investments. New Haven, Yale University Press.

    Google Scholar 

  8. Merton, Robert C. (1972): An Analytic Derivation of the Efficient Portfolio Frontier. In: Journal of Financial and Quantitative Analysis 7, 1851–1872.

    Article  Google Scholar 

  9. Mossin, Jan (1966): Equilibrium in a Capital Asset Market. In: Econometrica, Vol. 34, 768–783.

    Google Scholar 

  10. Rubinstein, Mark E. (1973): A Comparative Statics Analysis of Risk Premiums. In: Journal of Business, Vol. 46, 605–615.

    Article  Google Scholar 

  11. Sharpe, William F. (1964): Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk. In: The Journal of Finance, Vol. 19, 425–442.

    Google Scholar 

  12. Spremann, Klaus (2003): Portfoliomanagement. 2. Aufl, Oldenbourg.

    Google Scholar 

  13. Steiner, Manfred; Bruns, Christoph (2002): Wertpapiermanagement. 8. Aufl, Stuttgart, Schaffer-Poeschel.

    Google Scholar 

  14. Steiner, Peter; Uhlir, Helmut (2001): Wertpapieranalyse. 4. Aufl., Heidelberg, Physica.

    Google Scholar 

  15. Tobin, James (1958): Liquidity Preference as Behavior Towards Risk. In: Review of Economic Studies, Vol. 25, 65–86.

    Google Scholar 

  16. Wilhelm, Jochen (1974): Ziele und Zielkonflikte bei Unsicherheit. Dissertation Bonn.

    Google Scholar 

  17. Wilhelm, Jochen (1983): Finanztitelmarkte und Unternehmensfinanzierung. Berlin et al., Springer.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Institut für Banken und Finanzierung, Universität Graz, Universitätsstraße 15/F2, A-8010, Graz

    Peter Steiner

Authors
  1. Peter Steiner
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Editors and Affiliations

  1. Lehrstuhl für Allgemeine Betriebswirtschaftslehre, insbes. Finanzierung, Banken und Risikomanagement, Friedrich-Schiller-Universität Jena, Carl-Zeiss-Straße 3, 07743, Jena

    Wolfgang Kürsten

  2. Lehrstuhl für Betriebswirtschaftslehre mit Schwerpunkt Finanzierung, Universität Passau, Innstraße 27, 94032, Passau

    Bernhard Nietert

Rights and permissions

Reprints and permissions

Copyright information

© 2006 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

Steiner, P. (2006). Effiziente Portefeuillestrukturen: von Harry Markowitz zur Kapitalmarktlinie. In: Kürsten, W., Nietert, B. (eds) Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-30516-5_3

Download citation

  • DOI: https://doi.org/10.1007/3-540-30516-5_3

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-27691-3

  • Online ISBN: 978-3-540-30516-3

  • eBook Packages: Business and Economics (German Language)

Publish with us

Policies and ethics

Search

Navigation