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- Treynor–Black_model abstract "In Finance the Treynor–Black model is a mathematical model for security selection published by Fischer Black and Jack Treynor in 1973. The model assumes an investor who considers that most securities are priced efficiently, but who believes he has information that can be used to predict the abnormal performance (Alpha) of a few of them; the model finds the optimum portfolio to hold under such conditions.In essence the optimal portfolio consists of two parts: a passively invested index fund containing all securities in proportion to their market value and an 'active portfolio' containing the securities for which the investor has made a prediction about alpha. In the active portfolio the weight of each stock is proportional to the alpha value divided by the variance of the residual risk.".
- Treynor–Black_model wikiPageExternalLink hwcv-112.pdf.
- Treynor–Black_model wikiPageID "22054660".
- Treynor–Black_model wikiPageLength "2913".
- Treynor–Black_model wikiPageOutDegree "9".
- Treynor–Black_model wikiPageRevisionID "650984146".
- Treynor–Black_model wikiPageWikiLink Alpha_(finance).
- Treynor–Black_model wikiPageWikiLink Category:Mathematical_finance.
- Treynor–Black_model wikiPageWikiLink Efficient-market_hypothesis.
- Treynor–Black_model wikiPageWikiLink Finance.
- Treynor–Black_model wikiPageWikiLink Fischer_Black.
- Treynor–Black_model wikiPageWikiLink Index_fund.
- Treynor–Black_model wikiPageWikiLink Jack_L._Treynor.
- Treynor–Black_model wikiPageWikiLink Single-index_model.
- Treynor–Black_model wikiPageWikiLink William_F._Sharpe.
- Treynor–Black_model wikiPageWikiLinkText "Treynor–Black model".
- Treynor–Black_model wikiPageUsesTemplate Template:JSTOR.
- Treynor–Black_model wikiPageUsesTemplate Template:Reflist.
- Treynor–Black_model subject Category:Mathematical_finance.
- Treynor–Black_model hypernym Model.
- Treynor–Black_model type Person.
- Treynor–Black_model type Field.
- Treynor–Black_model type Occupation.
- Treynor–Black_model type Redirect.
- Treynor–Black_model comment "In Finance the Treynor–Black model is a mathematical model for security selection published by Fischer Black and Jack Treynor in 1973.".
- Treynor–Black_model label "Treynor–Black model".
- Treynor–Black_model sameAs Q7839628.
- Treynor–Black_model sameAs m.05p694j.
- Treynor–Black_model sameAs Treynor-Blacks_modell.
- Treynor–Black_model sameAs Q7839628.
- Treynor–Black_model wasDerivedFrom Treynor–Black_model?oldid=650984146.
- Treynor–Black_model isPrimaryTopicOf Treynor–Black_model.