Berlin 2005 – scientific programme
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AKSOE: Physik sozio-ökonomischer Systeme
AKSOE 8: Poster Session
AKSOE 8.11: Poster
Monday, March 7, 2005, 14:00–15:30, Poster TU E
Investigation of different index-based portfolios by using the measures: loss, expected rate of return, average loss and possibility of an loss — •Uli willibald spreitzer1, vladimir reznik1 und thomas riepl2 — 1Dr. Dr. Heissmann GmbH, Abraham-Lincoln-Str. 22, 65189 Wiesbaden — 2Thomas-Mann-Straße 22, 93077 Bad Abbach
We investigate several portfolios consisting of a save investment and an investment without risk. For the later we use a typical share, which is describen by the characteristic data (rate of return, variance) of several indices (EuroSToxx, MSCTI Europe and DAX 30). We evaluate the different portfolios with respect to the aim of the investor.