Asset Management
Portfolio Construction, Performance and Returns
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Beschreibung
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.
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.
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
Autor*in
Stephen Satchell
Themen in »Asset Management«
Portfolio construction Black-Litterman model Hedge funds Portfolio performance Pension funds Investor sentiment Indexation investments and securities household finance