Portfolio Construction Measurement Efficiency (21 results)

Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.

Condition: New. In English.

Condition: New. In English.

Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 Treynor while applying the most current methodologies. Such topics include the origins of portfolio theory, market timing, and portfolio construction in equity markets. The result not only reinforces Treynor's lasting contributions to the field but suggests new areas for research and analysis.…

Taschenbuch. Condition: Neu. Portfolio Construction, Measurement, and Efficiency | Essays in Honor of Jack Treynor | Jr. Guerard | Taschenbuch | xxxiii | Englisch | 2018 | Springer | EAN 9783319816456 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Condition: New.

Condition: New. Softcover reprint of the original 1st ed. 2017 edition NO-PA16APR2015-KAP.

Hardcover. Condition: Brand New. 488 pages. 9.25x6.10x1.50 inches. In Stock.

Paperback. Condition: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condition: new. Questo è un articolo print on demand.

Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 Treynor while applying the most current methodologies. Such topics include the origins of portfolio theory, market timing, and portfolio construction in equity markets. The result not only reinforces Treynor's lasting contributions to the field but suggests new areas for research and analysis. 488 pp. Englisch.…

Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 Treynor while applying the most current methodologies. Such topics include the origins of portfolio theory, market timing, and portfolio construction in equity markets. The result not only reinforces Treynor's lasting contributions to the field but suggests new areas for research and analysis. 488 pp. Englisch.…

Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Addresses topics in investment analysis and portfolio construction that are constantly being re-examinedTreynor is one of the most cited and influential financial writersFeatures outstanding faculty and practitioner contributions.…

Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Addresses topics in investment analysis and portfolio construction that are constantly being re-examinedTreynor is one of the most cited and influential financial writersFeatures outstanding faculty and practitioner contributions.…

Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 Treynor while applying the most current methodologies. Such topics include the origins of portfolio theory, market timing, and portfolio construction in equity markets. The result not only reinforces Treynor's lasting contributions to the field but suggests new areas for research and analysis.…

Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 Treynor while applying the most current methodologies. Such topics include the origins of portfolio theory, market timing, and portfolio construction in equity markets. The result not only reinforces Treynor¿s lasting contributions to the field but suggests new areas for research and analysis.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 488 pp. Englisch.…

Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 Treynor while applying the most current methodologies. Such topics include the origins of portfolio theory, market timing, and portfolio construction in equity markets. The result not only reinforces Treynor¿s lasting contributions to the field but suggests new areas for research and analysis.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 488 pp. Englisch.…

Condition: New. Print on Demand.

Condition: New. PRINT ON DEMAND.

Condition: New. Print on Demand.

Condition: New. PRINT ON DEMAND.