£108.92

Springer - Portfolio Construction, Measurement, and Efficiency

Name: Springer - Portfolio Construction, Measurement, and Efficiency
Brand: Springer
Price: 108.92 GBP
Availability: InStock

Macroeconomics

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Description

Explore the fundamental principles of investment analysis in this collection of essays dedicated to Jack Treynor. This volume addresses the core mechanics of portfolio risk and return, offering deep insights into how investment portfolios are measured and evaluated in modern markets. Drawing from the legacy of a pioneering investment analyst, the text examines the central questions of the field: the existence of an observable risk-return trade-off and the integration of stock selection models with risk models to improve client returns. It provides a technical look at whether managed portfolios generate statistically significant excess returns and explores the capabilities of mutual fund managers regarding market timing. This book serves as a comprehensive resource for those studying macroeconomics, finance, and investment theory. By focusing on the practical and theoretical aspects of portfolio efficiency, it provides a foundation for understanding how risk and return interact within complex financial systems.

Key Features

Examines the relationship between risk and return to help readers understand observable trade-offs in investment portfolios.

Discusses methods for integrating stock selection models with risk models to help enhance client returns.

Analyzes whether managed portfolios earn statistically significant excess returns in real-world market conditions.

Explores the ability of mutual fund managers to time the market through detailed academic essays.

Provides a dedicated tribute to the life and work of pioneering investment analyst Jack Treynor.

Addresses essential issues in portfolio measurement and efficiency for students and finance professionals.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3319816454
Category: Books > Subjects > Business, Finance & Law > Economics > Macroeconomics
Domain: Amazon UK
Release Date: 14 June 2018
Listed Since: 14 June 2018

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Springer - Portfolio Construction, Measurement, and Efficiency

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