Construct · 1 fields · 1 citations

Treynor-Black model: a standalone construct

One name. One construct. A landmark on the map.

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Treynor-Blackmodel1 CONSTRUCTTreynor-Black modelTREYNOR · FINANCE

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Finance

portfolio model combining an actively managed portfolio of mispriced securities with a passive index, weighting the active part by its alpha relative to residual risk.

In finance, Treynor-Black model refers to portfolio model combining an actively managed portfolio of mispriced securities with a passive index, weighting the active part by its alpha relative to residual risk. This meaning comes from Treynor (1973) in The Journal of Business.[1]

Unit
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Nearby constructs

alpha3 fields · 3 citationsjingle · one word, three constructsbusiness1 fields · 1 citationsanchor · a standalone constructindex5 fields · 11 citationsjingle · one word, five constructs

References

  1. Treynor, J. L., & Black, F. (1973). How to Use Security Analysis to Improve Portfolio Selection. The Journal of Business, 46(1), 66. https://doi.org/10.1086/295508

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