Asset Management edited By Stephen Satchell

Full Title: Asset Management: Portfolio Construction, Performance And Returns
Author/Editor(s): Stephen Satchell
ISBN: 3319307940, 9783319307947
Publisher: Springer
Published/Copyright Year: 2016
Language: English
Physical Description: online resource included,
Number of pages: 345 (Approx. 345 pages 142 Illustrationsus)
Categories:
Finance
Investment Banking
Securities
Risk Management
Capital Market
Capital Investments
Investments And Securities
Investment Appraisal
Personal Finance/Wealth Management/Pension Planning
Capital Markets


Content:
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. .

Electronic Resources:
http://dx.doi.org/10.1007/978-3-319-30794-7

ISBNPlus ID: SPR.VC1.66606-11-6654809
Form: Nonfiction
Released Date: 20160920

Download BiBTeX of this book (.bib)
@book{isbnplus9783319307947,
 title={Asset Management: Portfolio Construction, Performance And Returns},
 author={Stephen Satchell},
 isbn={9783319307947},
 url={http://isbnplus.org/9783319307947},
 year={2016},
 publisher={Springer}
}
Download 9783319307947.bib
Download EndNote of this book (.enw)
%0 Book
%T Asset Management: Portfolio Construction, Performance And Returns
%A Stephen Satchell
%@ 9783319307947
%U http://isbnplus.org/9783319307947
%D 2016
%I Springer
Download 9783319307947.enw
Download RefMan of this book (.ris)
TY  - BOOK
T1  - Asset Management: Portfolio Construction, Performance And Returns
A1  - Stephen Satchell
SN  - 9783319307947
UR  - http://isbnplus.org/9783319307947
Y1  - 2016
PB  - Springer
ER  - 
Download 9783319307947.ris
Download the MARC records (.mrc)

No guarantees for the accuracy of information are made.

x

APA Style:
Satchell, S. (2016). Asset Management: Portfolio Construction, Performance And Returns. : Springer.

MLA Style:
Satchell, Stephen. Asset Management: Portfolio Construction, Performance And Returns. : Springer, 2016. Print.

Chicago Style:
Satchell, Stephen. Asset Management: Portfolio Construction, Performance And Returns. : Springer, 2016.