Portfolio construction, measurement,...
Guerard, John B.

FindBook      Google Book      Amazon      博客來     
  • Portfolio construction, measurement, and efficiency = essays in honor of Jack Treynor /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Portfolio construction, measurement, and efficiency/ edited by John B. Guerard, Jr.
    其他題名: essays in honor of Jack Treynor /
    其他作者: Guerard, John B.
    出版者: Cham :Springer International Publishing : : 2017.,
    面頁冊數: xxxiii, 453 p. :ill., digital ;24 cm.
    內容註: 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.
    Contained By: Springer eBooks
    標題: Corporations - Finance. -
    電子資源: http://dx.doi.org/10.1007/978-3-319-33976-4
    ISBN: 9783319339764
館藏地:  出版年:  卷號: 
館藏
  • 1 筆 • 頁數 1 •
 
W9313922 電子資源 11.線上閱覽_V 電子書 EB HG4529.5 .P67 2016 一般使用(Normal) 在架 0
  • 1 筆 • 頁數 1 •
多媒體
評論
Export
取書館
 
 
變更密碼
登入