Jack Lawrence Treynor

Encyclopedia of Quantitative Finance (Wiley), 2009

Posted: 17 Oct 2012

See all articles by Ethan Namvar

Ethan Namvar

University of California, Berkeley - Haas School of Business; Columbia Business School

Date Written: 2009

Abstract

Jack L. Treynor, a pioneer in the use of quantitative methods in finance, helped establish the foundation of academic research in the field of finance and promoted notions such as random walks, efficient markets, risk/return trade-off and betas that others in the field actively avoided. Treynor is renowned not only for pushing the envelope with new ideas, but also for encouraging others to do the same as well. His articles have also received widespread acclaim in the finance and business communities. In 2008, the International Association of Financial Engineers (IAFE) named him as the 2007 IAFE/SunGard Financial Engineer of the Year.

Keywords: capital asset pricing model, CAPM, Treynor–Sharpe–Lintner–Mossin CAPM, Treynor–Black model, asset pricing, security selection, active portfolio management, beta, alpha, inflation

Suggested Citation

Namvar, Ethan, Jack Lawrence Treynor (2009). Encyclopedia of Quantitative Finance (Wiley), 2009, Available at SSRN: https://ssrn.com/abstract=2162584

Ethan Namvar (Contact Author)

University of California, Berkeley - Haas School of Business ( email )

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Berkeley, CA 94720
United States
510-642-7989 (Phone)

HOME PAGE: http://haas.berkeley.edu

Columbia Business School ( email )

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New York, NY 10027
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