| 书目名称 | Portfolio Construction, Measurement, and Efficiency | | 副标题 | Essays in Honor of J | | 编辑 | John B. Guerard, Jr. | | 视频video | | | 概述 | Addresses topics in investment analysis and portfolio construction that are constantly being re-examined.Treynor is one of the most cited and influential financial writers.Features outstanding faculty | | 图书封面 |  | | 描述 | .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 Treyn | | 出版日期 | Book 2017 | | 关键词 | Efficient Markets; Investment Portfolio; Jack Treynor; Market Timing; Performance Measurement; Portfolio | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-33976-4 | | isbn_softcover | 978-3-319-81645-6 | | isbn_ebook | 978-3-319-33976-4 | | copyright | Springer International Publishing Switzerland 2017 |
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发表于 2025-3-21 18:05:58
