Mutual Fund Selection (Record no. 63940)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04524nam a22005295i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-031-69758-6 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251030113122.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 241002s2024 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783031697586 |
| -- | 978-3-031-69758-6 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-031-69758-6 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG4523 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KFF |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS027000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KFF |
| Source | thema |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Levy, Moshe. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 9 (RLIN) | 85487 |
| 245 10 - TITLE STATEMENT | |
| Title | Mutual Fund Selection |
| Medium | [electronic resource] : |
| Remainder of title | From Theory to Practice / |
| Statement of responsibility, etc. | by Moshe Levy, Richard Roll. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2024. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer Nature Switzerland : |
| -- | Imprint: Palgrave Macmillan, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2024. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | IX, 149 p. 40 illus., 21 illus. in color. |
| Other physical details | online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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 ## - SUMMARY, ETC. | |
| Summary, etc. | “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 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 59069 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 58339 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 69063 |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 70943 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 69737 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 69065 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Roll, Richard. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 9 (RLIN) | 85488 |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer Nature eBook |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031697579 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031697593 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031697609 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-3-031-69758-6">https://doi.org/10.1007/978-3-031-69758-6</a> |
| 912 ## - | |
| -- | ZDB-2-ECF |
| 912 ## - | |
| -- | ZDB-2-SXEF |
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