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Asset Management

Portfolio Construction, Performance and Returns

Editors: Satchell, Stephen (Ed.)

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  • 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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eBook $139.00
price for USA in USD
  • ISBN 978-3-319-30794-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.99
price for USA in USD
Softcover $179.99
price for USA in USD
About this book

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

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)

Table of contents (16 chapters)

Buy this book

eBook $139.00
price for USA in USD
  • ISBN 978-3-319-30794-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.99
price for USA in USD
Softcover $179.99
price for USA in USD
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Bibliographic Information

Bibliographic Information
Book Title
Asset Management
Book Subtitle
Portfolio Construction, Performance and Returns
Editors
  • 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