Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor /: essays in honor of Jack Treynor. ([2017])

• Record Type: Book
• Further Information: Note: John B. Guerard, Jr., editor.
• Editors: Guerard, John
• Other Names: Treynor, Jack L honouree.
• Contents: 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.
• Publisher Details: [Cham] Switzerland : Springer
• Publication Date: 2017
• Copyright Date: 2017
• Extent: 1 online resource (xxxiii, 453 pages), illustrations (chiefly color)
• Subjects: 332.6; Finance; Portfolio management; Portfolio management -- Mathematical models; Investment analysis; Corporations -- Finance; Risk management; Corporations -- Finance; Investment analysis; Portfolio management; Portfolio management -- Mathematical models; Risk management; Business & Economics -- Insurance -- Risk Assessment & Management; Business & Economics -- Corporate Governance; Business & Economics -- Economics -- Macroeconomics; Mathematics -- Applied; Management & management techniques; Corporate governance; Macroeconomics; Finance & accounting; Corporate governance; Macroeconomics; Business & Economics -- Corporate Finance; Corporate finance; Electronic books
• Languages: English
• ISBNs: 3319339761; 9783319339764; 9783319339740; 3319339745
• Related ISBNs: 3319339745
• Notes: Note: Includes bibliographical references.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.