04187nam a22005655i 4500 978-3-319-30794-7 DE-He213 20210625235151.0 cr nn 008mamaa 160920s2016 gw | s |||| 0|eng d 9783319307947 978-3-319-30794-7 10.1007/978-3-319-30794-7 doi HG4501-6051 KFFM bicssc BUS036000 bisacsh KFFM thema 332.6 23 Asset Management [electronic resource] : Portfolio Construction, Performance and Returns / edited by Stephen Satchell. 1st ed. 2016. Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2016. XIX, 369 p. online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda 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. . Investment banking. Securities. Risk management. Capital investments. Personal finance. Pension plans. Capital market. Investments and Securities. https://scigraph.springernature.com/ontologies/product-market-codes/626020 Risk Management. https://scigraph.springernature.com/ontologies/product-market-codes/612040 Investment Appraisal. https://scigraph.springernature.com/ontologies/product-market-codes/612030 Personal Finance/Wealth Management/Pension Planning. https://scigraph.springernature.com/ontologies/product-market-codes/622000 Capital Markets. https://scigraph.springernature.com/ontologies/product-market-codes/616000 Satchell, Stephen. editor. edt http://id.loc.gov/vocabulary/relators/edt SpringerLink (Online service) Springer Nature eBook Printed edition: 9783319307930 Printed edition: 9783319307954 Printed edition: 9783319808888 https://doi.org/10.1007/978-3-319-30794-7 ZDB-2-ECF ZDB-2-SXEF Economics and Finance (SpringerNature-41170) Economics and Finance (R0) (SpringerNature-43720)