Guerard, Jr., John B. (ed.) - 2017
equity markets. The result not only reinforces Treynor’s lasting contributions to the field but suggests new areas for … Invisible Costs and Profitability -- Ch 7 Mean-ETL Portfolio Construction in U.S. Equity Market -- Ch 8 Portfolio Performance … of Earnings Yield and Momentum Factors in US and International Equity Markets -- Ch 11 Alpha Construction in a Consistent …