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Asset Management

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Cover of 'Asset Management'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Performance of UK Equity Unit Trusts
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    Chapter 3 A Demystification of the Black-Litterman Model: Managing Quantitative and Traditional Portfolio Construction
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    Chapter 4 Tracking Error: Ex Ante Versus Ex Post Measures
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    Chapter 5 Performance Clustering and Incentives in the UK Pension Fund Industry
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    Chapter 6 Do Hedge Funds Add Value to a Passive Portfolio? Correcting for Non-Normal Returns and Disappearing Funds
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    Chapter 7 The Performance of Value and Momentum Investment Portfolios: Recent Experience in the Major European Markets
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    Chapter 8 The Performance of Value and Momentum Investment Portfolios: Recent Experience in the Major European Markets Part 2
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    Chapter 9 Cointegration Portfolios of European Equities for Index Tracking and Market Neutral Strategies
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    Chapter 10 Emerging Markets of South-East and Central Asia: Do They Still Offer a Diversification Benefit?
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    Chapter 11 Measuring Investor Sentiment in Equity Markets
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    Chapter 12 Incorporating Estimation Errors into Portfolio Selection: Robust Portfolio Construction
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    Chapter 13 Best-Practice Pension Fund Governance
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    Chapter 14 Fundamental Indexation in Europe
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    Chapter 15 Fundamental Indexation: An Active Value Strategy in Disguise
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    Chapter 16 A Robust Optimization Approach to Pension Fund Management
Attention for Chapter 15: Fundamental Indexation: An Active Value Strategy in Disguise
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Chapter title
Fundamental Indexation: An Active Value Strategy in Disguise
Chapter number 15
Book title
Asset Management
Published by
Palgrave Macmillan, Cham, January 2016
DOI 10.1007/978-3-319-30794-7_15
Book ISBNs
978-3-31-930793-0, 978-3-31-930794-7
Authors

David Blitz, Laurens Swinkels

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 5 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 5 100%

Demographic breakdown

Readers by professional status Count As %
Student > Master 2 40%
Professor 1 20%
Other 1 20%
Student > Ph. D. Student 1 20%
Readers by discipline Count As %
Business, Management and Accounting 2 40%
Agricultural and Biological Sciences 1 20%
Economics, Econometrics and Finance 1 20%
Social Sciences 1 20%