標(biāo)題: Titlebook: Asset Management; Portfolio Constructi Stephen Satchell (Professor) Book 2016 The Editor 2016 Portfolio construction.Black-Litterman model. [打印本頁] 作者: 尖酸好 時間: 2025-3-21 19:01
書目名稱Asset Management影響因子(影響力)
書目名稱Asset Management影響因子(影響力)學(xué)科排名
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書目名稱Asset Management網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Asset Management被引頻次
書目名稱Asset Management被引頻次學(xué)科排名
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書目名稱Asset Management年度引用學(xué)科排名
書目名稱Asset Management讀者反饋
書目名稱Asset Management讀者反饋學(xué)科排名
作者: Isometric 時間: 2025-3-21 23:53 作者: dithiolethione 時間: 2025-3-22 00:33
Book 2016opics such as?quantitative and traditional portfolioconstruction, performance clustering and incentives in the UK pension fundindustry, pension fund governance, indexation, and trackingerrors.?Markets covered include major European markets, equities, andemerging markets of?South-East and Central Asi作者: STENT 時間: 2025-3-22 04:56
Solon L. Barraclough,Krishna B. Ghimirely prepared to intervene when managers are successful and profitable, however they made their decisions. These disharmonies can make company-wide risk-management and portfolio analysis non-operational and can have deleterious effects on company profitability and staff morale.作者: 鑒賞家 時間: 2025-3-22 11:22 作者: 浪費時間 時間: 2025-3-22 15:36
John A. Kershaw Jr,Ting-Ru Yang,Yung-Han Hsuik, 2001; Mitchell and Pulvino, 2001; Amin and Kat, 2002). These papers provide insight into the risk involved in investing in hedge funds, and they are beneficial in developing benchmarks for hedge fund investment styles.作者: 敲竹杠 時間: 2025-3-22 17:31 作者: 配置 時間: 2025-3-23 00:03
https://doi.org/10.1007/978-3-030-88555-7evious analysis and examine strategies which combine value and momentum strategies within one portfolio. Indeed, there are reasons to think that such a combination will produce very attractive portfolios, and it is the intention in this paper to evaluate alternative ways of exploiting this investment opportunity.作者: 發(fā)出眩目光芒 時間: 2025-3-23 05:03
Christopher Johnson,David Govatskince. The study was conducted with US companies and the returns were compared to the S&P 500 index. Arnott . suggest four reasons for the excess return of the fundamental index portfolios over the S&P 500; superior market portfolio construction, price inefficiency, additional exposure to distress risk, or a combination of the three..作者: 美食家 時間: 2025-3-23 05:50
https://doi.org/10.1007/978-94-007-2576-8arily invest more in overvalued stocks and less in undervalued stocks. This is, however, disputed by, among others, Perold (2007), who argues that capitalisation weighting does not, by itself, create a performance drag. At present, the debate between proponents and critics of fundamental indexing continues to rage on..作者: 鍍金 時間: 2025-3-23 12:43 作者: Cytology 時間: 2025-3-23 14:04 作者: Acetaldehyde 時間: 2025-3-23 20:58
Extension Services for Rural Development,l in structuring and managing index funds. Two common sources of tracking errors come from the attempts to outperform the benchmark and the passive portfolio replication of the benchmark by a sampled portfolio.作者: fidelity 時間: 2025-3-24 00:03 作者: heterodox 時間: 2025-3-24 06:12 作者: 阻撓 時間: 2025-3-24 07:54 作者: fetter 時間: 2025-3-24 14:21
Cointegration Portfolios of European Equities for Index Tracking and Market Neutral Strategies,ependences between financial assets. Admittedly, the application of the concept of correlation has been improved and, over the last ten years, following the generalised use of the JP Morgan (1994) RiskMetrics approach, quantitative portfolio managers have made increasing use of conditional correlations.作者: 索賠 時間: 2025-3-24 15:34
A Demystification of the Black-Litterman Model: Managing Quantitative and Traditional Portfolio Conly prepared to intervene when managers are successful and profitable, however they made their decisions. These disharmonies can make company-wide risk-management and portfolio analysis non-operational and can have deleterious effects on company profitability and staff morale.作者: 持久 時間: 2025-3-24 22:42
Performance Clustering and Incentives in the UK Pension Fund Industry,. This omission is important, since differences in institutional and legal frameworks and, indeed, different investment cultures and fund manager compensation schemes might help to shed additional light on the incentive effects operating in this industry.作者: instill 時間: 2025-3-25 03:07
Do Hedge Funds Add Value to a Passive Portfolio? Correcting for Non-Normal Returns and Disappearingik, 2001; Mitchell and Pulvino, 2001; Amin and Kat, 2002). These papers provide insight into the risk involved in investing in hedge funds, and they are beneficial in developing benchmarks for hedge fund investment styles.作者: Triglyceride 時間: 2025-3-25 05:55 作者: jealousy 時間: 2025-3-25 10:00 作者: 亞當(dāng)心理陰影 時間: 2025-3-25 12:54 作者: 最高點 時間: 2025-3-25 18:47 作者: 積習(xí)已深 時間: 2025-3-25 22:42 作者: 賞心悅目 時間: 2025-3-26 00:24 作者: CHARM 時間: 2025-3-26 08:12
Legislation at Last: The Weeks Actsee Ambachtsheer (2007a) and Lerner . (2007)). Inevitably, institutional performance is conditioned by the inherited practices of various bodies that are responsible for these funds. At the same time, we should not be content with simply relying upon the past for the future.作者: 擦試不掉 時間: 2025-3-26 10:30 作者: 晚來的提名 時間: 2025-3-26 13:29 作者: avulsion 時間: 2025-3-26 18:26
Forests in Development: A Vital Balance in the news in the past few years because some firms face the prospect of bankruptcy over severely underfunded pension plans. Consequently there is a need to develop models that account for uncertainty in future market conditions and plan accordingly.作者: 背信 時間: 2025-3-27 00:03
A Robust Optimization Approach to Pension Fund Management, in the news in the past few years because some firms face the prospect of bankruptcy over severely underfunded pension plans. Consequently there is a need to develop models that account for uncertainty in future market conditions and plan accordingly.作者: 很是迷惑 時間: 2025-3-27 02:29 作者: Mettle 時間: 2025-3-27 07:43 作者: Benign 時間: 2025-3-27 09:40 作者: Lasting 時間: 2025-3-27 14:16
Extension Services for Rural Development,mes defined as differences between portfolio returns and the benchmark portfolio returns. TE is simple and easy to calculate as well as a powerful tool in structuring and managing index funds. Two common sources of tracking errors come from the attempts to outperform the benchmark and the passive po作者: ARC 時間: 2025-3-27 21:07 作者: 編輯才信任 時間: 2025-3-27 23:15
John A. Kershaw Jr,Ting-Ru Yang,Yung-Han Hsuvestors such as pension funds and endowment funds. Not surprisingly hedge funds have also received increasing attention from the academic community. Non-linear factor models and option strategies have been used in the literature to explain hedge fund returns (see Fung and Hsieh, 2001; Agarwal and Na作者: airborne 時間: 2025-3-28 03:10 作者: 領(lǐng)導(dǎo)權(quán) 時間: 2025-3-28 06:43 作者: 微粒 時間: 2025-3-28 14:30 作者: osteocytes 時間: 2025-3-28 17:00
Jeremy S. Wilson,Patrick J. Baker(1970), Lessard (1973), Solnik (1974) and Solnik and Noetzlin (1982). A belief widely held by academics and practitioners is that a portfolio should be well diversified to maximise potential risk-adjusted performance.作者: curettage 時間: 2025-3-28 20:44
https://doi.org/10.5822/978-1-61091-215-0some researchers have turned to investor psychology to explain asset-price behaviour. It was previously assumed that there is little correlation among the sentiments of investors. The differing sentiments thus offset each other, and there is no resulting effect on market prices. If, however, there i作者: Inculcate 時間: 2025-3-28 23:01 作者: Spangle 時間: 2025-3-29 03:32
Legislation at Last: The Weeks Actnstitutions have come to play crucial roles in under-writing the welfare of many citizens of developed and developing countries. In terms of the volume of assets managed by these institutions, it is estimated that, as of 2006, across the world pension funds accounted for $US25,000bn, endowments and 作者: tattle 時間: 2025-3-29 09:19 作者: Distribution 時間: 2025-3-29 15:23
https://doi.org/10.1007/978-94-007-2576-8al indexing, is to create an index in which stocks are weighted by economic fundamentals, such as book value, sales and/or earnings, instead of by market capitalisation. An important argument put forward by fundamental indexers is that capitalisation-weighted indices are inferior because they necess作者: 厭食癥 時間: 2025-3-29 17:38 作者: ALE 時間: 2025-3-29 22:36 作者: 夾克怕包裹 時間: 2025-3-30 02:47 作者: Barter 時間: 2025-3-30 06:46
Performance of UK Equity Unit Trusts,o the ‘a(chǎn)nomalies’ literature of the 1980s and the behavioural finance literature of today. Rather, money manager studies ask whether there are market failures, regardless of type, that are systematically exploitable. In our opinion, the conclusion of the literature to date is a resounding ‘No’.作者: paradigm 時間: 2025-3-30 11:34 作者: 修飾語 時間: 2025-3-30 16:11 作者: 注入 時間: 2025-3-30 20:04
Solon L. Barraclough,Krishna B. Ghimireo the ‘a(chǎn)nomalies’ literature of the 1980s and the behavioural finance literature of today. Rather, money manager studies ask whether there are market failures, regardless of type, that are systematically exploitable. In our opinion, the conclusion of the literature to date is a resounding ‘No’.作者: 必死 時間: 2025-3-30 22:54
Jeremy S. Wilson,Patrick J. Baker(1970), Lessard (1973), Solnik (1974) and Solnik and Noetzlin (1982). A belief widely held by academics and practitioners is that a portfolio should be well diversified to maximise potential risk-adjusted performance.作者: 合同 時間: 2025-3-31 04:47 作者: 挫敗 時間: 2025-3-31 07:09
Introduction,them by date of publication. Many of the papers are highly topical and any aspiring quant would benefit greatly from reading them. Whilst the book has not been compiled on a thematic basis, various themes emerge naturally; there are useful contributions to such areas as pension fund asset management
