東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Asset management = portfolio constru...

Satchell, Stephen.

FindBook

Google Book

Amazon

博客來

Asset management = portfolio construction, performance and returns /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Asset management/ edited by Stephen Satchell.
其他題名:	portfolio construction, performance and returns /
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.
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.
Contained By:	Springer eBooks
標題:	Asset management accounts. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-30794-7
ISBN:	9783319307947$q(electronic bk.)

Asset management = 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$q(electronic bk.)

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

3135521
Asset management accounts.

LC Class. No.: HG1660 / .A87 2016

Dewey Class. No.: 332

Asset management = portfolio construction, performance and returns /
LDR:02759nmm a2200289 a 4500 001 2052308
003 DE-He213
005 20160920100116.0
006 m d
007 cr nn 008maaau
008 170421s2016 gw s 0 eng d
020 $a 9783319307947$q(electronic bk.)
020 $a 9783319307930$q(paper)
024 7 $a 10.1007/978-3-319-30794-7 $2 doi
035 $a 978-3-319-30794-7
040 $a GP $c GP
041 0 $a eng
050 4 $a HG1660 $b .A87 2016
082 0 4 $a 332 $2 23
090 $a HG1660 $b .A846 2016
245 0 0 $a Asset management $h [electronic resource] : $b portfolio construction, performance and returns / $c edited by Stephen Satchell.
260 $a Cham : $b Springer International Publishing : $b Imprint: Palgrave Macmillan, $c 2016.
300 $a xix, 369 p. : $b ill., digital ; $c 24 cm.
505 0 $a 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.
520 $a 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.
650 0 $a Asset management accounts. $3 3135521
650 1 4 $a Finance. $3 542899
650 2 4 $a Investments and Securities. $3 2181990
650 2 4 $a Risk Management. $3 608953
650 2 4 $a Investment Appraisal. $3 2191345
650 2 4 $a Personal Finance/Wealth Management/Pension Planning. $3 2210051
650 2 4 $a Capital Markets. $3 2186436
700 1 $a Satchell, Stephen. $3 2194638
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-30794-7
950 $a Economics and Finance (Springer-41170)