Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Asset Management: Portfolio Construction, Performance and Returns

Asset Management: Portfolio Construction, Performance and Returns

Satchell, Stephen

Hardcover

Business GeneralInvesting & Finance

ISBN10: 3319307932
ISBN13: 9783319307930
Publisher: Palgrave MacMillan
Published: Oct 4 2016
Pages: 369
Weight: 1.26
Height: 1.00 Width: 5.64 Depth: 8.88
Language: English

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.

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