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Asset Management

Portfolio Construction, Performance and Returns

  • Stephen Satchell

Table of contents

  1. Front Matter
    Pages i-xix
  2. Stephen Satchell
    Pages 1-8
  3. Garrett Quigley, Rex A. Sinquefield
    Pages 9-35
  4. Stephen E. Satchell, Soosung Hwang
    Pages 54-62
  5. David Blake, Bruce N. Lehmann, Allan Timmermann
    Pages 63-94
  6. Arindam Bandopadhyaya, Anne Leah Jones
    Pages 258-269
  7. Gordon L. Clark, Roger Urwin
    Pages 295-322
  8. Julius Hemminki, Vesa Puttonen
    Pages 323-330
  9. David Blitz, Laurens Swinkels
    Pages 331-338
  10. Garud Iyengar, Alfred Ka Chun Ma
    Pages 339-363
  11. Back Matter
    Pages 364-369

About this book

Introduction

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. 

Keywords

Portfolio construction Black-Litterman model Hedge funds Portfolio performance Pension funds Investor sentiment Indexation

Editors and affiliations

  • Stephen Satchell
    • 1
  1. 1.Sydney UniversityAustralia

Bibliographic information

Industry Sectors
Finance, Business & Banking