東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Mutual fund selection = from theory ...

Levy, Moshe.

FindBook

Google Book

Amazon

博客來

Mutual fund selection = from theory to practice /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Mutual fund selection/ by Moshe Levy, Richard Roll.
其他題名:	from theory to practice /
作者:	Levy, Moshe.
其他作者:	Roll, Richard.
出版者:	Cham :Springer Nature Switzerland : : 2024.,
面頁冊數:	ix, 149 p. :ill. (some col.), digital ;24 cm.
內容註:	Chapter 1: Introduction -- Chapter 2: Criteria for Mutual Fund Selection -- Chapter 3: Investment for Intermediate and Long Horizons -- Chapter 4: Estimating Future Performance - The Shrinkage Adjusted Sharpe Ratio -- Chapter 5: Active Versus Passive Investment -- Chapter 6: Target Date Funds, and How to Improve Them -- Chapter 7: The Role of Luck.
Contained By:	Springer Nature eBook
標題:	Mutual funds. -
電子資源:	https://doi.org/10.1007/978-3-031-69758-6
ISBN:	9783031697586

Mutual fund selection = from theory to practice /
Levy, Moshe.

Mutual fund selectionfrom theory to practice /[electronic resource] :by Moshe Levy, Richard Roll. - Cham :Springer Nature Switzerland :2024. - ix, 149 p. :ill. (some col.), digital ;24 cm.

Chapter 1: Introduction -- Chapter 2: Criteria for Mutual Fund Selection -- Chapter 3: Investment for Intermediate and Long Horizons -- Chapter 4: Estimating Future Performance - The Shrinkage Adjusted Sharpe Ratio -- Chapter 5: Active Versus Passive Investment -- Chapter 6: Target Date Funds, and How to Improve Them -- Chapter 7: The Role of Luck.

"The title of the book by Moshe Levy and Richard Roll is very apt indeed: Mutual Fund Selection: From Theory to Practice. It describes and analyzes the key measures that have been proposed to evaluate mutual fund performance, considers their usefulness for predicting future performance over long and short horizons and introduces a new measure -- the Shrinkage-adjusted Sharpe Ratio -- that may provide better predictions than the historic Sharpe Ratio. The book well describes previous theory and offers a new approach for those concerned with future performance. I found the book to be excellent and learned much from it." -William F. Sharpe, STANCO 25 Professor of Finance, Emeritus, Graduate School of Business, Stanford University; Recipient of the Nobel Memorial Prize in Economic Sciences "Authored by two seasoned veterans of the data-rich world of financial research, this book should be required reading for anyone who invests in, manages, or markets mutual funds. We all stand to improve our investment processes by adopting the metrics they propose." -Andrew W. Lo, Charles E. and Susan T. Harris Professor of Finance, MIT Sloan School of Management Moshe (Shiki) Levy is the John Berg professor of finance at the Hebrew University Business School. His research interests include portfolio theory, decision-making under uncertainty, the evolution of preferences, social networks, social phase transitions, and econophysics. He is the recipient of the Journal of Investment Management Harry Markowitz award. Richard Roll was most recently the Linde professor of Finance at the California Institute of Technology. He is also a professor emeritus at UCLA where he held the Joel Fried Chair at the Anderson School. He was a principal of Compensation Valuation and a board member of Western Asset Mortgage Capital Corp. He worked on the Minuteman missile and the Saturn moon rocket at the Boeing Corporation and founded mortgage securities research at Goldman Sachs. He is a founder of Roll and Ross Asset Management and has consulted for many US corporations, law firms, and government agencies. Roll has a BA in aeronautical engineering from Auburn University, an MBA from the University of Washington, and a PhD from the University of Chicago.

ISBN: 9783031697586

Standard No.: 10.1007/978-3-031-69758-6doiSubjects--Topical Terms:

647741
Mutual funds.

LC Class. No.: HG4530

Dewey Class. No.: 332.6327

Mutual fund selection = from theory to practice /
LDR:03586nmm a2200325 a 4500 001 2375032
003 DE-He213
005 20241002130229.0
006 m d
007 cr nn 008maaau
008 241231s2024 sz s 0 eng d
020 $a 9783031697586 $q (electronic bk.)
020 $a 9783031697579 $q (paper)
024 7 $a 10.1007/978-3-031-69758-6 $2 doi
035 $a 978-3-031-69758-6
040 $a GP $c GP
041 0 $a eng
050 4 $a HG4530
072 7 $a KFF $2 bicssc
072 7 $a BUS027000 $2 bisacsh
072 7 $a KFF $2 thema
082 0 4 $a 332.6327 $2 23
090 $a HG4530 $b .L668 2024
100 1 $a Levy, Moshe. $3 1068595
245 1 0 $a Mutual fund selection $h [electronic resource] : $b from theory to practice / $c by Moshe Levy, Richard Roll.
260 $a Cham : $b Springer Nature Switzerland : $b Imprint: Palgrave Macmillan, $c 2024.
300 $a ix, 149 p. : $b ill. (some col.), digital ; $c 24 cm.
505 0 $a Chapter 1: Introduction -- Chapter 2: Criteria for Mutual Fund Selection -- Chapter 3: Investment for Intermediate and Long Horizons -- Chapter 4: Estimating Future Performance - The Shrinkage Adjusted Sharpe Ratio -- Chapter 5: Active Versus Passive Investment -- Chapter 6: Target Date Funds, and How to Improve Them -- Chapter 7: The Role of Luck.
520 $a "The title of the book by Moshe Levy and Richard Roll is very apt indeed: Mutual Fund Selection: From Theory to Practice. It describes and analyzes the key measures that have been proposed to evaluate mutual fund performance, considers their usefulness for predicting future performance over long and short horizons and introduces a new measure -- the Shrinkage-adjusted Sharpe Ratio -- that may provide better predictions than the historic Sharpe Ratio. The book well describes previous theory and offers a new approach for those concerned with future performance. I found the book to be excellent and learned much from it." -William F. Sharpe, STANCO 25 Professor of Finance, Emeritus, Graduate School of Business, Stanford University; Recipient of the Nobel Memorial Prize in Economic Sciences "Authored by two seasoned veterans of the data-rich world of financial research, this book should be required reading for anyone who invests in, manages, or markets mutual funds. We all stand to improve our investment processes by adopting the metrics they propose." -Andrew W. Lo, Charles E. and Susan T. Harris Professor of Finance, MIT Sloan School of Management Moshe (Shiki) Levy is the John Berg professor of finance at the Hebrew University Business School. His research interests include portfolio theory, decision-making under uncertainty, the evolution of preferences, social networks, social phase transitions, and econophysics. He is the recipient of the Journal of Investment Management Harry Markowitz award. Richard Roll was most recently the Linde professor of Finance at the California Institute of Technology. He is also a professor emeritus at UCLA where he held the Joel Fried Chair at the Anderson School. He was a principal of Compensation Valuation and a board member of Western Asset Mortgage Capital Corp. He worked on the Minuteman missile and the Saturn moon rocket at the Boeing Corporation and founded mortgage securities research at Goldman Sachs. He is a founder of Roll and Ross Asset Management and has consulted for many US corporations, law firms, and government agencies. Roll has a BA in aeronautical engineering from Auburn University, an MBA from the University of Washington, and a PhD from the University of Chicago.
650 0 $a Mutual funds. $3 647741
650 1 4 $a Capital Markets. $3 2186436
650 2 4 $a Financial Economics. $3 895543
650 2 4 $a Investment Appraisal. $3 2191345
700 1 $a Roll, Richard. $3 3724209
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-3-031-69758-6
950 $a Economics and Finance (SpringerNature-41170)