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Asset management[electronic resource] :portfolio construction, performance and returns /

紀錄類型:	書目-電子資源 : Monograph/item
杜威分類號:	332
書名/作者:	Asset management : portfolio construction, performance and returns // edited by Stephen Satchell.
其他作者:	Satchell, Stephen.
出版者:	Cham : : Springer International Publishing :, 2016.
面頁冊數:	xix, 369 p. : : ill., digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Asset management accounts.
標題:	Finance.
標題:	Investments and Securities.
標題:	Risk Management.
標題:	Investment Appraisal.
標題:	Personal Finance/Wealth Management/Pension Planning.
標題:	Capital Markets.
ISBN:	9783319307947
ISBN:	9783319307930
內容註:	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.
摘要、提要註:	This book presents a series of contributions on key issues in the decision-making behind the management of financial assets. It provides insight into topics such as quantitative and traditional portfolio construction, performance clustering and incentives in the UK pension fund industry, pension fund governance, indexation, and tracking errors. Markets covered include major European markets, equities, and emerging markets of South-East and Central Asia.
電子資源:	http://dx.doi.org/10.1007/978-3-319-30794-7

Asset management[electronic resource] :portfolio construction, performance and returns /
Asset managementportfolio construction, performance and returns /[electronic resource] :edited by Stephen Satchell. - Cham :Springer International Publishing :2016. - xix, 369 p. :ill., digital ;24 cm.

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.

This book presents a series of contributions on key issues in the decision-making behind the management of financial assets. It provides insight into topics such as quantitative and traditional portfolio construction, performance clustering and incentives in the UK pension fund industry, pension fund governance, indexation, and tracking errors. Markets covered include major European markets, equities, and emerging markets of South-East and Central Asia.

ISBN: 9783319307947

Standard No.: 10.1007/978-3-319-30794-7doiSubjects--Topical Terms:

671010
Asset management accounts.

LC Class. No.: HG1660 / .A87 2016

Dewey Class. No.: 332

Asset management[electronic resource] :portfolio construction, performance and returns /
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