Guerard, Jr. Portfolio Construction, Measurement, and Efficiency 9783319339740

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Автор: Guerard, Jr.
Название: Portfolio Construction, Measurement, and Efficiency
ISBN: 9783319339740
Издательство: Springer
Классификация:

Макроэкономика

Финансы

Финансы организации

Инвестиции и ценные бумаги

Управление и методы управления

Составление бюджета и управление финансами

Корпоративное управление

ISBN-10: 3319339745
Обложка/Формат: Hardback
Страницы: 453
Вес: 0.83 кг.
Дата издания: 2017
Язык: English
Иллюстрации: 7 black & white illustrations, 49 colour illustrations, 15 colour tables, biography
Размер: 176 x 345 x 33
Читательская аудитория: General (us: trade)
Основная тема: Business/Economics
Подзаголовок: Essays in Honor of Jack Treynor
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Описание: This volume, inspired by and dedicated to the work of pioneering investment analyst, Jack Treynor, addresses the issues of portfolio risk and return and how investment portfolios are measured. In a career spanning over fifty years, the primary questions addressed by Jack Treynor were: Is there an observable risk-return trade-off? How can stock selection models be integrated with risk models to enhance client returns? Do managed portfolios earn positive, and statistically significant, excess returns and can mutual fund managers time the market? Since the publication of a pair of seminal Harvard Business Review articles in the mid-1960’s, Jack Treynor has developed thinking that has greatly influenced security selection, portfolio construction and measurement, and market efficiency. Key publications addressed such topics as the Capital Asset Pricing Model and stock selection modeling and integration with risk models. Treynor also served as editor of the Financial Analysts Journal, through which he wrote many columns across a wide spectrum of topics. This volume showcases original essays by leading researchers and practitioners exploring the topics that have interested Treynor while applying the most current methodologies. Such topics include the origins of portfolio theory, market timing, and portfolio construction in equity markets. The result not only reinforces Treynor’s lasting contributions to the field but suggests new areas for research and analysis.
Дополнительное описание: Foreword #1.- Foreword #2: Jack Treynor: An Appreciation.- Foreword #3: Jack Treynor and the Q-Group.- Ch 1 The Theory of Risk, Return, and Performance Measurement.- Ch 2 Origins of Portfolio Theory: Selection and Evaluation.- Ch 3 Market Timing.- Ch 4 Re

Portfolio Construction, Measurement, and Efficiency, Guerard, Jr.