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005 20240312141158.0
010   $a9783319307947
010   $a3319307940
024 7 $a10.1007/978-3-319-30794-7
035   $a(CKB)3710000000869913
035   $a(DE-He213)978-3-319-30794-7
035   $a(MiAaPQ)EBC4694090
035   $a(PPN)223867713
035   $a(Perlego)3496621
035   $a(EXLCZ)993710000000869913
100   $a20160920d2016      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aAsset Management $ePortfolio Construction, Performance and Returns /$fedited by Stephen Satchell
205   $a1st ed. 2016.
210  1$aCham :$cSpringer International Publishing :$cImprint: Palgrave Macmillan,$d2016.
215   $a1 online resource (Approx. 345 p. 142 illus.) 
311 08$a9783319307930 
311 08$a3319307932 
320   $aIncludes bibliographical references at the end of each chapters and index.
327   $aIntroduction; Stephen Satchell -- 1) Performance of UK equity unit trusts; G Quigley and R A Sinquefield -- 2) A demystification of the Black-Litterman model: Managing quantitative and traditional portfolio construction; S Satchell and A Scowcroft -- 3) Tracking error: Ex ante versus ex post measures; S Hwang and S Satchell -- 4) Hedge Fund Survival Lifetimes; G N Gregoriou -- 5) Performance clustering and incentives in the UK pension fund industry; D Blake, B N Lehmann and A Timmermann -- 6) Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds?; R Kourwenberg -- 7) The performance of value and momentum investment portfolios: Recent experience in the major European markets; R Bird and J Whitaker -- 8) Measuring investor sentiment in equity markets; A Bandopadhyaya and A L Schnader -- 9) Incorporating estimation errors into portfolio selection: Robust portfolio construction; S Ceria and R A Stubbs -- 10) Best-practice pension fund governance; G L Clark and R Urwin -- 11) Fundamental indexation in Europe; J Hemminiki and V Puttonen -- 12) Fundamental indexation: An active value strategy in disguise; D Blitz and L Swinkels -- 13) Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit; C L Dunis and G Shannon -- 14) A robust optimization approach to pension fund management; G Iyengar and A K C Ma.
330   $aThis 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. .
606   $aFinancial services industry
606   $aFinancial risk management
606   $aValuation
606   $aCapital market
606   $aFinancial Services
606   $aRisk Management
606   $aInvestment Appraisal
606   $aCapital Markets
615  0$aFinancial services industry.
615  0$aFinancial risk management.
615  0$aValuation.
615  0$aCapital market.
615 14$aFinancial Services.
615 24$aRisk Management.
615 24$aInvestment Appraisal.
615 24$aCapital Markets.
676   $a657.7
702   $aSatchell$b Stephen$4edt$4http://id.loc.gov/vocabulary/relators/edt
906   $aBOOK
912   $a9910254876503321
996   $aAsset management$91097706
997   $aUNINA