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{ "item_title" : "Asset Management", "item_author" : [" Stephen Satchell "], "item_description" : "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.", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/3/31/930/793/3319307932_b.jpg", "price_data" : { "retail_price" : "179.99", "online_price" : "179.99", "our_price" : "179.99", "club_price" : "179.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Asset Management|Stephen Satchell

Asset Management : Portfolio Construction, Performance and Returns

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Overview

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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Details

  • ISBN-13: 9783319307930
  • ISBN-10: 3319307932
  • Publisher: Palgrave MacMillan
  • Publish Date: October 2016
  • Dimensions: 8.88 x 5.64 x 1 inches
  • Shipping Weight: 1.26 pounds
  • Page Count: 369

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