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Portfolio Construction, Measurement, and Efficiency - Essays in Honor of Jack Treynor (Paperback, Softcover reprint of the original 1st ed. 2017)
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Portfolio Construction, Measurement, and Efficiency - Essays in Honor of Jack Treynor (Paperback, Softcover reprint of the original 1st ed. 2017)
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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.
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