Asset Management
Portfolio Construction, Performance and Returns
Editors: Satchell, Stephen (Ed.)
Free Preview- Demystifies the Black–Litterman modelPresents robust portfolio construction strategies
- Explores the performance of UK equity unit trusts
- Analyses ex ante versus ex post measures
- Covers issues in fundamental indexation in Europe
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- About this book
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This 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.
- About the authors
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Stephen Satchell is Professor of Finance at Sydney University, Australia. His research covers a number of topics in the broad areas of econometrics, finance, risk measurement and utility theory, and his current research looks at alternative methods of portfolio construction and risk management, as well as work on non-linear dynamic models. Stephen has strong links with Inquire (Institute for Quantitative Investment Research), is on the management committee of LQG (London Quant Group), and is a Fellow of Trinity College Cambridge where he has Isaac Newton's rooms.
- Table of contents (16 chapters)
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Introduction
Pages 1-8
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Performance of UK Equity Unit Trusts
Pages 9-35
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A Demystification of the Black-Litterman Model: Managing Quantitative and Traditional Portfolio Construction
Pages 36-53
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Tracking Error: Ex Ante Versus Ex Post Measures
Pages 54-62
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Performance Clustering and Incentives in the UK Pension Fund Industry
Pages 63-94
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Table of contents (16 chapters)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Asset Management
- Book Subtitle
- Portfolio Construction, Performance and Returns
- Editors
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- Stephen Satchell
- Copyright
- 2016
- Publisher
- Palgrave Macmillan
- Copyright Holder
- The Editor
- eBook ISBN
- 978-3-319-30794-7
- DOI
- 10.1007/978-3-319-30794-7
- Hardcover ISBN
- 978-3-319-30793-0
- Softcover ISBN
- 978-3-319-80888-8
- Edition Number
- 1
- Number of Pages
- XIX, 369
- Topics
