Portfolio strategies with classical and alternative benchmarks

Abstract

This dissertation addresses different key elements in portfolio management. It intends to improve and analyze influences on portfolio strategies and their performance. Likewise, it aims at the systematization and extension of benchmark specifications as well as their effect on portfolio strategies. Each chapter focuses on a different aspect of developing and implementing portfolio strategies. The dissertation seeks to contribute to the advancement of portfolio strategies by making the performance generating process and influences on it more comprehensible and transparent. In doing so, it at...