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John B. Guerard (Ed.) - Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor - 9783319339740 - V9783319339740
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Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor

€ 188.42
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Description for Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor Hardback. Editor(s): Guerard, John B., Jr. Num Pages: 453 pages, 7 black & white illustrations, 49 colour illustrations, 15 colour tables, biography. BIC Classification: KCB; KFFM; KJMV1; KJR. Category: (G) General (US: Trade). Dimension: 176 x 345 x 33. Weight in Grams: 826.
This volume, inspired by and dedicated to the work of pioneering investment analyst, Jack Treynor, addresses the issues of portfolio risk and return and how investment portfolios are measured. In a career spanning over fifty years, the primary questions addressed by Jack Treynor were: Is there an observable risk-return trade-off? How can stock selection models be integrated with risk models to enhance client returns? Do managed portfolios earn positive, and statistically significant, excess returns and can mutual fund managers time the market? Since the publication of a pair of seminal Harvard Business Review articles ... Read more

Product Details

Publisher
Springer International Publishing AG
Format
Hardback
Publication date
2016
Condition
New
Number of Pages
453
Place of Publication
Cham, Switzerland
ISBN
9783319339740
SKU
V9783319339740
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

About John B. Guerard (Ed.)
John B. Guerard, Jr., Ph.D. is Director of Quantitative Research at McKinley Capital Management, in Anchorage, Alaska. He earned his AB in Economics from Duke University, MA in Economics from the University of Virginia, MSIM from the Georgia Institute of Technology, and Ph.D. in Finance from the University of Texas, Austin. John taught at the McIntire School of Commerce, ... Read more

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