Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor, Guerard Jr John B.
Автор: Tadeusz Dudycz; Gra?yna Osbert-Pociecha; Bogumi?a Название: The Essence and Measurement of Organizational Efficiency ISBN: 3319387375 ISBN-13(EAN): 9783319387376 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a collection of studies on various organizations` efficiency, criteria for evaluating efficiency, together with tools and methods for measuring efficiency. The contributions also identify a broad spectrum of conditions for achieving efficiency in various types of organizations and systems (e.g.
Автор: Guerard, Jr. Название: Portfolio Construction, Measurement, and Efficiency ISBN: 3319339745 ISBN-13(EAN): 9783319339740 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Автор: Tadeusz Dudycz; Gra?yna Osbert-Pociecha; Bogumi?a Название: The Essence and Measurement of Organizational Efficiency ISBN: 3319211382 ISBN-13(EAN): 9783319211381 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a collection of studies on various organizations` efficiency, criteria for evaluating efficiency, together with tools and methods for measuring efficiency. The contributions also identify a broad spectrum of conditions for achieving efficiency in various types of organizations and systems (e.g.
Описание: It providesinsight into topics such as quantitative and traditional portfolioconstruction, performance clustering and incentives in the UK pension fundindustry, pension fund governance, indexation, and trackingerrors. Markets covered include major European markets, equities, andemerging markets of South-East and Central Asia.
Автор: John B. Guerard, Jr. Название: Handbook of Portfolio Construction ISBN: 1489983023 ISBN-13(EAN): 9781489983022 Издательство: Springer Рейтинг: Цена: 36197.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covering a wide spectrum of topics, including portfolio selection, data mining tests, and multi-factor risk models, the book presents a comprehensive approach to portfolio construction tools, models, frameworks, and analyses, with both practical and theoretical implications.
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