Methodische Grundlagen der Performancemessung

Author:

Morawietz Markus

Publisher

Deutscher Universitätsverlag

Reference227 articles.

1. Vgl. Kuhn: Die Struktur wissenschaftlicher Revolutionen, 1976, S. 30.

2. Merton: A Simple Model of Capital Market Equilibrium with Incomplete Information, 1987, S. 483.

3. Vgl. Markowitz: The Utility of Wealth, 1952, S. 151 ff; Markowitz: Portfolio Selection, 1959; Modigliani/Miller: The Cost of Capital, Corporation Finance and the Theory of Investment, 1958, S. 261 ff. Francis /Archer berichten über die Veröffentlichung Markowitz“ in leicht ironischer Form: The report was practically unintelligible to most investment professors and practitioners when it was published because it used algebra and statistics. Rigorous scientific analysis was almost unknown on Wall Street and in college finance classes in the 1950s.” (Francis/Archer: Portfolio Analysis, 1979, S. 1)

4. Vgl. die Arbeiten von Lintner (vgl. Lintner: The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets, 1965, S. 13 ff

5. Lintner: Security Prices, Risk, and Maximal Gains from Diversification, 1965, S. 587 ff), Mossin (vgl. Mossin: Equilibrium in a Capital Asset Market, 1966, S. 768 ff), Sharpe (vgl. Sharpe: Capital Asset Prices: a Theory of Market Equilibrium under Conditions of Risk, 1964, S. 425) und Fama (vgl. Fama: Risk, Return and Equilibrium: Some Clarifying Comments, 1968, S. 29 ff

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