Portfolio Construction, Measurement, and Efficiency Essays in Honor of Jack Treynor /
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 ob...
| Συγγραφή απο Οργανισμό/Αρχή: | |
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| Άλλοι συγγραφείς: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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 Returns, Risk, Portfolio Selection, and Evaluation
- Ch 5 Validating Return-Generating Models
- Ch 6 Invisible Costs and Profitability
- Ch 7 Mean-ETL Portfolio Construction in U.S. Equity Market
- Ch 8 Portfolio Performance Assessment: Statistical Issues and Methods for Improvement
- Ch 9 The Duality of Value and Mean Reversion
- Ch 10 Performance of Earnings Yield and Momentum Factors in US and International Equity Markets
- Ch 11 Alpha Construction in a Consistent Investment Process
- Ch 12 Empirical Analysis of Market Connectedness as a Risk Factor for Explaining Expected Stock Returns
- Ch 13 The Behavior of Sentiment-Induced Share Returns: Measurement when Fundamentals are Observable
- Ch 14 Constructing Mean Variance Efficient Frontiers Using Foreign Large Blend Mutual Funds
- Ch 15 Fundamental versus Traditional Indexation for International Mutual Funds
- Ch 16 Forecasting Implied Volatilities for Options on Index Futures
- Ch 17 The Swiss Black Swan Bad Scenario: Another Casualty of the Eurozone Crisis
- Ch 18 Leveling the Playing Field
- Ch 19 Uncommon Value: The Investment Performance of Contrarian Funds.
