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Treynor–Black model

Known as: Treynor-Black model 
In Finance the Treynor–Black model is a mathematical model for security selection published by Fischer Black and Jack Treynor in 1973. The model… 
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Single-index model

Papers overview

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2015
2015
Mutual Fund Performances of Polish Domestic Equity Fund Managers
Purpose of the article: The main purpose of the paper is empirically evaluating selectivity skills and market timing ability of… 
2015
2015
Mutual Fund Performance: Evidence from South Africa
This paper aims to evaluate the performance of South African equity funds between January 2009 and November 2014. This study… 
2013
2013
MARKET TIMING ABILITY OF MUTUAL FUNDS WITH TESTS APPLIED ON SEVERAL CROATIAN FUNDS
Performance of mutual funds industry has been in spotlight ever since it started to develop in previous century all over the… 
2012
2012
Active portfolio management: The power of the Treynor-Black model
The performance of active portfolio methods critically depends on the forecasting ability of the security analyst. The Treynor… 
Highly Cited
2006
Highly Cited
2006
Timing Ability in the Focus Market of Hedge Funds
This paper examines the timing ability of hedge funds covering various investment categories. We extend the Treynor-Mazuy (1966… 
2006
2006
An Exploration of Delsarte's Structural Acting System
The designers of virtual agents often draw on a large research literature in psychology, linguistics and human ethology to design… 
Review
2006
Review
2006
True Emotion vs. Social Intentions in Nonverbal Communication: Towards a Synthesis for Embodied Conversational Agents
Does a facial expression convey privileged information about a person's mental state or is it a communicative act, divorced from… 
2003
2003
Evaluating Danish Mutual Fund Performance
To date analyses of Danish mutual fund performance have been few and mainly pursued by mutual funds themselves or by the… 
2002
2002
Finding the true performance of Australian managed funds
2001
2001
An Analysis of Performance Measures Using Copulae
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