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04187nam a22005655i 4500 |
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|a 9783319307947
|9 978-3-319-30794-7
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|a 10.1007/978-3-319-30794-7
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|a HG4501-6051
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|a 332.6
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|a Asset Management
|h [electronic resource] :
|b Portfolio Construction, Performance and Returns /
|c edited by Stephen Satchell.
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|a 1st ed. 2016.
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|a Cham :
|b Springer International Publishing :
|b Imprint: Palgrave Macmillan,
|c 2016.
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|a XIX, 369 p.
|b online resource.
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|a text
|b txt
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|a computer
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|a online resource
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|a text file
|b PDF
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|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.
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|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. .
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|a Investment banking.
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|a Securities.
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|a Risk management.
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|a Capital investments.
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|a Personal finance.
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|a Pension plans.
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|a Capital market.
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|a Investments and Securities.
|0 https://scigraph.springernature.com/ontologies/product-market-codes/626020
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|a Risk Management.
|0 https://scigraph.springernature.com/ontologies/product-market-codes/612040
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|a Investment Appraisal.
|0 https://scigraph.springernature.com/ontologies/product-market-codes/612030
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|a Personal Finance/Wealth Management/Pension Planning.
|0 https://scigraph.springernature.com/ontologies/product-market-codes/622000
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|a Capital Markets.
|0 https://scigraph.springernature.com/ontologies/product-market-codes/616000
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|a Satchell, Stephen.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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|a SpringerLink (Online service)
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|t Springer Nature eBook
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|i Printed edition:
|z 9783319307930
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|i Printed edition:
|z 9783319307954
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|i Printed edition:
|z 9783319808888
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|u https://doi.org/10.1007/978-3-319-30794-7
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|a ZDB-2-ECF
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|a ZDB-2-SXEF
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|a Economics and Finance (SpringerNature-41170)
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|a Economics and Finance (R0) (SpringerNature-43720)
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