Titlebook: Asset Management; Portfolio Constructi Stephen Satchell (Professor) Book 2016 The Editor 2016 Portfolio construction.Black-Litterman model.

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书目名称Asset Management影响因子(影响力)




书目名称Asset Management影响因子(影响力)学科排名




书目名称Asset Management网络公开度




书目名称Asset Management网络公开度学科排名




书目名称Asset Management被引频次




书目名称Asset Management被引频次学科排名




书目名称Asset Management年度引用




书目名称Asset Management年度引用学科排名




书目名称Asset Management读者反馈




书目名称Asset Management读者反馈学科排名

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Book 2016opics such as quantitative and traditional portfolioconstruction, performance clustering and incentives in the UK pension fundindustry, pension fund governance, indexation, and trackingerrors. Markets covered include major European markets, equities, andemerging markets of South-East and Central Asi

STENT

Solon L. Barraclough,Krishna B. Ghimirely prepared to intervene when managers are successful and profitable, however they made their decisions. These disharmonies can make company-wide risk-management and portfolio analysis non-operational and can have deleterious effects on company profitability and staff morale.

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John A. Kershaw Jr,Ting-Ru Yang,Yung-Han Hsuik, 2001; Mitchell and Pulvino, 2001; Amin and Kat, 2002). These papers provide insight into the risk involved in investing in hedge funds, and they are beneficial in developing benchmarks for hedge fund investment styles.

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https://doi.org/10.1007/978-3-030-88555-7evious analysis and examine strategies which combine value and momentum strategies within one portfolio. Indeed, there are reasons to think that such a combination will produce very attractive portfolios, and it is the intention in this paper to evaluate alternative ways of exploiting this investment opportunity.

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Christopher Johnson,David Govatskince. The study was conducted with US companies and the returns were compared to the S&P 500 index. Arnott . suggest four reasons for the excess return of the fundamental index portfolios over the S&P 500; superior market portfolio construction, price inefficiency, additional exposure to distress risk, or a combination of the three..

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https://doi.org/10.1007/978-94-007-2576-8arily invest more in overvalued stocks and less in undervalued stocks. This is, however, disputed by, among others, Perold (2007), who argues that capitalisation weighting does not, by itself, create a performance drag. At present, the debate between proponents and critics of fundamental indexing continues to rage on..