Cargando…
The new science of asset allocation : risk management in a multi-asset world /
A feasible asset allocation framework for the post 2008 financial world. Asset allocation has long been a cornerstone of prudent investment management; however, traditional allocation plans failed investors miserably in 2008. Asset allocation still remains an essential part of the investment arena,...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
John Wiley,
©2010.
|
| Colección: | Wiley finance series.
|
| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
Tabla de Contenidos:
- A brief history of asset allocation
- Measuring risk
- Alpha and beta, and the search for a true measure of manager value
- Asset classes : what they are and where to put them
- Strategic, tactical, and dynamic asset allocation
- Core and satellite investment : market/manager based alternatives
- Sources of risk and return in alternative investments
- Return and risk differences among similar asset class benchmarks
- Risk budgeting and asset allocation
- Myths of asset allocation
- The importance of discretion in asset allocation decisions
- Asset allocation : where is it headed?