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Portfolio Construction, Measurement, and Efficiency - Essays in Honor of Jack Treynor (Hardcover, 1st ed. 2017) Loot Price: R5,099
Discovery Miles 50 990
Portfolio Construction, Measurement, and Efficiency - Essays in Honor of Jack Treynor (Hardcover, 1st ed. 2017): John B....

Portfolio Construction, Measurement, and Efficiency - Essays in Honor of Jack Treynor (Hardcover, 1st ed. 2017)

John B. Guerard Jr

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Loot Price R5,099 Discovery Miles 50 990 | Repayment Terms: R478 pm x 12*

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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.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Release date: October 2016
First published: 2017
Editors: John B. Guerard Jr
Dimensions: 235 x 155 x 33mm (L x W x T)
Format: Hardcover
Pages: 453
Edition: 1st ed. 2017
ISBN-13: 978-3-319-33974-0
Categories: Books > Business & Economics > Economics > Macroeconomics > General
Books > Business & Economics > Business & management > Management of specific areas > Budgeting & financial management
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
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LSN: 3-319-33974-5
Barcode: 9783319339740

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