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Produktbild: Asset Management

Asset Management Portfolio Construction, Performance and Returns

171,99 €

inkl. gesetzl. MwSt., Versandkostenfrei

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

14.06.2018

Abbildungen

XIX, 369 p.

Herausgeber

Stephen Satchell

Verlag

Springer

Seitenzahl

369

Maße (L/B/H)

21,6/14/2,2 cm

Gewicht

492 g

Auflage

Softcover reprint of the original 1st ed. 2016

Sprache

Englisch

ISBN

978-3-319-80888-8

Beschreibung

Portrait


Stephen Satchell
is Professor of Finance at Sydney University, Australia. His
research covers a number of topics in the broad areas of econometrics, finance,
risk measurement and utility theory, and his current research looks at
alternative methods of portfolio construction and risk management, as well as
work on non-linear dynamic models. Stephen has strong links with Inquire
(Institute for Quantitative Investment Research), is on the management
committee of LQG (London Quant Group), and is a Fellow of Trinity College Cambridge
where he has Isaac Newton's rooms.

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

14.06.2018

Abbildungen

XIX, 369 p.

Herausgeber

Stephen Satchell

Verlag

Springer

Seitenzahl

369

Maße (L/B/H)

21,6/14/2,2 cm

Gewicht

492 g

Auflage

Softcover reprint of the original 1st ed. 2016

Sprache

Englisch

ISBN

978-3-319-80888-8

Herstelleradresse

Springer Heidelberg
Tiergartenstr. 17
69121 Heidelberg
DE
buchhandel-buch@springer.com

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  • Produktbild: Asset Management

  • Introduction;
    Stephen Satchell
    .- 1) Performance
    of UK equity unit trusts;
    G Quigley and R
    A Sinquefield
    .- 2) A
    demystification of the Black–Litterman model: Managing quantitative and
    traditional portfolio construction;
    S
    Satchell and A Scowcroft
    .- 3) Tracking error:
    Ex ante
    versus
    ex
    post
    measures;
     S Hwang
     and 
    S Satchell
    .-
    4) Hedge Fund Survival Lifetimes;
    G N
    Gregoriou
    .- 5) Performance clustering and incentives in the UK pension fund
    industry;
    D Blake, B N Lehmann and A
    Timmermann
    .- 6) Do hedge funds add value to a passive portfolio? Correcting
    for non-normal returns and disappearing funds?; R Kourwenberg.- 7) The performance of value and momentum investment portfolios: Recent experience in the major European markets;
    R Bird and J
    Whitaker
    .- 8) Measuring investor sentiment in equity
    markets;
    A Bandopadhyaya and A L
    Schnader
    .- 9) Incorporating estimation
    errors into portfolio selection: Robust portfolio construction;
    S Ceria and R A Stubbs.-
     10)
    Best-practice pension fund governance;
    G
    L Clark and R Urwin
    .- 11) Fundamental indexation in Europe;
    J Hemminiki and V Puttonen
    .- 12)
    Fundamental indexation: An active value strategy in disguise
    ; D Blitz and L Swinkels
    .- 13)
    Emerging markets of South-East and Central Asia: Do they still offer a
    diversification benefit;
    C L Dunis and G Shannon
    .
    - 14) A robust optimization approach to
    pension fund management;
    G Iyengar and A
    K C Ma.