Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor

Foreword No.1.- Foreword No.2: Jack Treynor: An Appreciation.- Foreword No.3: Jack Treynor and the Q-Group.- Ch 1 The Theory of Risk, Return, and Performance Measurement.- Ch 2 Origins of Portfolio Theory: Selection and Evaluation.- Ch 3 Market Timing.- Ch 4 Returns, Risk, Portfolio Selection, and Evaluation.- Ch 5 Validating Return-Generating Models.- Ch 6 Invisible Costs and Profitability.- Ch 7 Mean-ETL Portfolio Construction in U.S. Equity Market.- Ch 8 Portfolio Performance Assessment: Statistical Issues and Methods for Improvement.- Ch 9 The Duality of Value and Mean Reversion.- Ch 10 Performance of Earnings Yield and Momentum Factors in US and International Equity Markets.- Ch 11 Alpha Construction in a Consistent Investment Process.- Ch 12 Empirical Analysis of Market Connectedness as a Risk Factor for Explaining Expected Stock Returns.- Ch 13 The Behavior of Sentiment-Induced Share Returns: Measurement when Fundamentals are Observable.- Ch 14 Constructing Mean Variance Efficient Frontiers Using Foreign Large Blend Mutual Funds.- Ch 15 Fundamental versus Traditional Indexation for International Mutual Funds.- Ch 16 Forecasting Implied Volatilities for Options on Index Futures.- Ch 17 The Swiss Black Swan Bad Scenario: Another Casualty of the Eurozone Crisis.- Ch 18 Leveling the Playing Field.- Ch 19 Uncommon Value: The Investment Performance of Contrarian Funds.