Asset management : portfolio construction, performance and returns

Author

Additional Author(s)

• Satchell, Stephen

Publisher

Switzerland: Palgrave Macmillan, 2016

Language

English

ISBN

9783319307930

Series

Subject(s)

• ASSET ALLOCATION
• SECURITIES
• INVESTMENTS
• PORTFOLIO MANAGEMENT
• ASSET MANAGEMENT ACCOUNTS

Notes

. . Index: p. 364-369

Abstract

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.

Physical Dimension

Number of Page(s)

xx, 369 p.

Dimension

22 cm.

Other Desc.

-

Summary / Review / Table of Content

Introduction
Satchell, Stephen

Pages 1-8
Performance of UK Equity Unit Trusts
Quigley, Garrett (et al.)
Pages 9-35

A Demystification of the Black-Litterman Model: Managing Quantitative and Traditional Portfolio Construction
Satchell, Stephen (et al.)
Pages 36-53

Tracking Error: Ex Ante Versus Ex Post Measures
Satchell, Stephen E. (et al.)
Pages 54-62

Performance Clustering and Incentives in the UK Pension Fund Industry
Blake, David (et al.)
Pages 63-94

Do Hedge Funds Add Value to a Passive Portfolio? Correcting for Non-Normal Returns and Disappearing Funds
Kouwenberg, Roy
Pages 95-126

The Performance of Value and Momentum Investment Portfolios: Recent Experience in the Major European Markets
Bird, Ron (et al.)
Pages 127-163

The Performance of Value and Momentum Investment Portfolios: Recent Experience in the Major European Markets Part 2
Bird, Ron (et al.)
Pages 164-190

Cointegration Portfolios of European Equities for Index Tracking and Market Neutral Strategies
Dunis, Christian L. (et al.)
Pages 191-223

Emerging Markets of South-East and Central Asia: Do They Still Offer a Diversification Benefit?
Dunis, Christian L. (et al.)
Pages 224-257

Measuring Investor Sentiment in Equity Markets
Bandopadhyaya, Arindam (et al.)
Pages 258-269

Incorporating Estimation Errors into Portfolio Selection: Robust Portfolio Construction
Ceria, Sebastián (et al.)
Pages 270-294

Best-Practice Pension Fund Governance
Clark, Gordon L. (et al.)
Pages 295-322

Fundamental Indexation in Europe
Hemminki, Julius (et al.)
Pages 323-330

Fundamental Indexation: An Active Value Strategy in Disguise
Blitz, David (et al.)
Pages 331-338

A Robust Optimization Approach to Pension Fund Management
Iyengar, Garud (et al.)
Pages 339-363

Exemplar(s)

#	Accession No.	Call Number	Location	Status
1.	01252/17	332.6 Ass	Library - 7th Floor	Available