image descriptionMultifactor-Modell (German Edition)

Buy at Amazon

The book Multifaktor-Model für den Schweizer Aktienmarkt is a theoretical and practical study and application of the Arbitrage Pricing Theory on the Swiss Equity Market. The book covers modern portfolio theory, explores the capital asset pricing model and arbitrage pricing theory from a theoretical and econometrical standpoint and develops a new approach on how to derive the factors driving the price behaviors behind the Swiss equity market. It is considered the first large scale application of quantitative portfolio management in the Swiss market. The book is based on the Ph.D. thesis at the University of Zurich. Credit Suisse supported the econometrical analysis of the thesis.


"Frankly I could have used ["Investment Discipline"] myself, both personally and professionally, during my thirty years in the investment business!"