Overview
- Demystifies the Black–Litterman model
- Presents 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
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.
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Keywords
Table of contents (16 chapters)
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Front Matter
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Back Matter
Editors and Affiliations
About the editor
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.
Bibliographic Information
Book Title: Asset Management
Book Subtitle: Portfolio Construction, Performance and Returns
Editors: Stephen Satchell
DOI: https://doi.org/10.1007/978-3-319-30794-7
Publisher: Palgrave Macmillan Cham
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: The Editor 2016
Hardcover ISBN: 978-3-319-30793-0Published: 04 October 2016
Softcover ISBN: 978-3-319-80888-8Published: 14 June 2018
eBook ISBN: 978-3-319-30794-7Published: 20 September 2016
Edition Number: 1
Number of Pages: XIX, 369
Topics: Investments and Securities, Risk Management, Investment Appraisal, Personal Finance/Wealth Management/Pension Planning, Capital Markets