Portfolio Construction, Measurement, and Efficiency

Essays in Honor of Jack Treynor

Business & Finance, Industries & Professions, Insurance, Finance & Investing, Corporate Finance
Cover of the book Portfolio Construction, Measurement, and Efficiency by , Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: ISBN: 9783319339764
Publisher: Springer International Publishing Publication: September 23, 2016
Imprint: Springer Language: English
Author:
ISBN: 9783319339764
Publisher: Springer International Publishing
Publication: September 23, 2016
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer International Publishing

Cover of the book Protestantism in Xiamen by
Cover of the book Geometric Optics by
Cover of the book The Reality for Agricultural Economics Within the European Union by
Cover of the book Spacecraft Momentum Control Systems by
Cover of the book Eight Steps to Sustainable Organizational Learning by
Cover of the book Innovation as a Basis for Competitiveness by
Cover of the book Boundary Spanning Elements and the Marketing Function in Organizations by
Cover of the book Value Driven Healthcare and Geriatric Medicine by
Cover of the book The Consequences of American Nuclear Disarmament by
Cover of the book Transnational Evidence and Multicultural Inquiries in Europe by
Cover of the book Nursing Care and ECMO by
Cover of the book Smart Tourism as a Driver for Culture and Sustainability by
Cover of the book 9th WCEAM Research Papers by
Cover of the book Modern Tools and Techniques to Understand Microbes by
Cover of the book Environmental Management of River Basin Ecosystems by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy