Portfolio Construction, Measurement, And Efficiency edited By John B. Guerard, Jr

Full Title: Portfolio Construction, Measurement, And Efficiency: Essays In Honor Of Jack Treynor
Author/Editor(s): Jr. Guerard
ISBN: 3319339761, 9783319339764
Publisher: Springer
Published/Copyright Year: 2016
Language: English
Physical Description: online resource included,
Number of pages: 453 (XXXIII, 453 pages 56 Illustrationsus., 49 Illustrationsus. in color)
Categories:
Finance
Corporate Governance
Corporations > Finance
Risk Management
Economics, Mathematical
Macroeconomics
Corporate Finance
Macroeconomics/Monetary Economics//Financial Economics
Quantitative Finance


Content:
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.
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.

Electronic Resources:
http://dx.doi.org/10.1007/978-3-319-33976-4

ISBNPlus ID: SPR.VC1.67429-11-6655632
Form: Nonfiction
LC Call No: HG4001-HG4285
Dewey Decimal: 658.15
Released Date: 20160923

Download BiBTeX of this book (.bib)
@book{isbnplus9783319339764,
 title={Portfolio Construction, Measurement, And Efficiency: Essays In Honor Of Jack Treynor},
 author={Jr. Guerard},
 isbn={9783319339764},
 url={http://isbnplus.org/9783319339764},
 year={2016},
 publisher={Springer}
}
Download 9783319339764.bib
Download EndNote of this book (.enw)
%0 Book
%T Portfolio Construction, Measurement, And Efficiency: Essays In Honor Of Jack Treynor
%A Jr. Guerard
%@ 9783319339764
%U http://isbnplus.org/9783319339764
%D 2016
%I Springer
Download 9783319339764.enw
Download RefMan of this book (.ris)
TY  - BOOK
T1  - Portfolio Construction, Measurement, And Efficiency: Essays In Honor Of Jack Treynor
A1  - Jr. Guerard
SN  - 9783319339764
UR  - http://isbnplus.org/9783319339764
Y1  - 2016
PB  - Springer
ER  - 
Download 9783319339764.ris
Download the MARC records (.mrc)

No guarantees for the accuracy of information are made.

x

APA Style:
Guerard, J. (2016). Portfolio Construction, Measurement, And Efficiency: Essays In Honor Of Jack Treynor. : Springer.

MLA Style:
Guerard, Jr.. Portfolio Construction, Measurement, And Efficiency: Essays In Honor Of Jack Treynor. : Springer, 2016. Print.

Chicago Style:
Guerard, Jr.. Portfolio Construction, Measurement, And Efficiency: Essays In Honor Of Jack Treynor. : Springer, 2016.