Corpus ID: 18317126

Active portfolio management: The power of the Treynor-Black model

@inproceedings{Kane2012ActivePM,
  title={Active portfolio management: The power of the Treynor-Black model},
  author={A. Kane and Tae-Hwan Kim and H. White},
  year={2012}
}

A. Kane, Tae-Hwan Kim, H. White

Published 2012

Economics

The performance of active portfolio methods critically depends on the forecasting ability of the security analyst. The Treynor-Black model provides an efficient way of implementing active investment strategy. Despite its potential benefits, the Treynor-Black model appears to have had little impact on the financial community, mainly because it has been believed that the precision threshold of alpha forecasts used as inputs to the model is too high. We seek to lower the threshold of forecast… CONTINUE READING

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