{"product_id":"9783319307930","title":"Asset Management : Portfolio Construction, Performance and Returns","description":"\u003cp\u003eThis book presents a series of contributions on key issues inthe decision-making behind the management of financial assets. It providesinsight into topics 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 Asia. \u003c\/p\u003e \u003cp\u003eIntroduction; \u003ci\u003eStephen Satchell\u003c\/i\u003e.- 1) Performanceof UK equity unit trusts; \u003ci\u003eG Quigley and RA Sinquefield\u003c\/i\u003e.- 2) Ademystification of the Black-Litterman model: Managing quantitative andtraditional portfolio construction; \u003ci\u003eSSatchell and A Scowcroft\u003c\/i\u003e.- 3) Tracking error: \u003ci\u003eEx ante\u003c\/i\u003e versus \u003ci\u003eexpost\u003c\/i\u003e measures;\u003ci\u003e S Hwang\u003c\/i\u003e and \u003ci\u003eS Satchell\u003c\/i\u003e.-4) Hedge Fund Survival Lifetimes; \u003ci\u003eG NGregoriou\u003c\/i\u003e.- 5) Performance clustering and incentives in the UK pension fundindustry; \u003ci\u003eD Blake, B N Lehmann and ATimmermann\u003c\/i\u003e.- 6) Do hedge funds add value to a passive portfolio? Correctingfor non-normal returns and disappearing funds?; R Kourwenberg.- 7) The performance of value and momentum investment portfolios: Recent experience in the major European markets; \u003ci\u003eR Bird and J \u003c\/i\u003e\u003ci\u003eWhitaker\u003c\/i\u003e.- 8) Measuring investor sentiment in equitymarkets; \u003ci\u003eA Bandopadhyaya and A L \u003c\/i\u003e\u003ci\u003eSchnader\u003c\/i\u003e.- 9) Incorporating estimationerrors into portfolio selection: Robust portfolio construction; \u003ci\u003eS Ceria and R A Stubbs.-\u003c\/i\u003e 10)Best-practice pension fund governance; \u003ci\u003eGL Clark and R Urwin\u003c\/i\u003e.- 11) Fundamental indexation in Europe; \u003ci\u003eJ Hemminiki and V Puttonen\u003c\/i\u003e.- 12)Fundamental indexation: An active value strategy in disguise\u003ci\u003e; D Blitz and L Swinkels\u003c\/i\u003e.- 13)Emerging markets of South-East and Central Asia: Do they still offer adiversification benefit; \u003ci\u003eC L Dunis and G Shannon\u003c\/i\u003e\u003ci\u003e.\u003c\/i\u003e- 14) A robust optimization approach topension fund management; \u003ci\u003eG Iyengar and AK C Ma.\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e \u003cb\u003eStephen Satchell\u003c\/b\u003e is Professor of Finance at Sydney University, Australia. Hisresearch covers a number of topics in the broad areas of econometrics, finance,risk measurement and utility theory, and his current research looks atalternative methods of portfolio construction and risk management, as well aswork on non-linear dynamic models. Stephen has strong links with Inquire(Institute for Quantitative Investment Research), is on the managementcommittee of LQG (London Quant Group), and is a Fellow of Trinity College Cambridgewhere he has Isaac Newton's rooms.\u003c\/p\u003e","brand":"Palgrave Macmillan","offers":[{"title":"Default Title","offer_id":48797957292267,"sku":"00000_00000_00000_00000","price":329.59,"currency_code":"SGD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0758\/4484\/5803\/files\/9783319307930-1.jpg?v=1781719596","url":"https:\/\/kinokuniya.com.sg\/ja\/products\/9783319307930","provider":"Books Kinokuniya Singapore","version":"1.0","type":"link"}