Asset Management: Portfolio Construction, Performance and Returns

Book Overview

Introduction; 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...

• Format: Paperback
• Language: English
• ISBN: 3319808885
• ISBN13: 9783319808888
• Release Date: June 2018
• Publisher: Palgrave MacMillan
• Length: 369 Pages
• Weight: 1.00 lbs.
• Dimensions: 0.8" x 5.5" x 8.5"