Multi-asset investing : a practical approach.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Lustig, Yoram
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Place of publication not identified] : Harriman House Publishing, 2012.
Temas:
Portfolio management.
Risk.
Gestion de portefeuille.
Risque.
Portfolio management
Risk
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Copyright
  • Contents
  • About the Author
  • Acknowledgements
  • Preface
  • Introduction
  • PART 1 ESTABLISHING OBJECTIVES
  • INTRODUCTION
  • 1. RETURN OBJECTIVES
  • 2. BENCHMARKS
  • 3. RISK OBJECTIVES
  • 4. RATIONAL OR IRRATIONAL MARKETS
  • 5. THE RELATIONSHIP BETWEEN REWARD AND RISK
  • 6. INVESTMENT CONSTRAINTS
  • PART 2 SETTING AN INVESTMENT STRATEGY
  • INTRODUCTION
  • 7. STRATEGIC ASSET ALLOCATION
  • 8. HISTORICAL PERFORMANCE OF ASSET CLASSES
  • 9. COMBINING ASSET CLASSES
  • 10. DIVERSIFICATION
  • 11. CAPITAL MARKET ASSUMPTIONS
  • 12. optimisationpart 3 implementing a solution
  • introduction
  • 13. tactical asset allocation
  • 14. forecasting
  • 15. economic cycle
  • 16. investment selection
  • 17. investment selection process
  • 18. active versus passive investments
  • 19. investment vehicles
  • 20. single-manager versus multi-manager
  • 21. single asset classes
  • 22. investment management process
  • 23. portfolio construction
  • 24. implementation
  • 25. derivatives
  • 26. currency
  • 27. risk budgeting
  • 28. risk management
  • 29. investment strategies
  • PART 4 REVIEWING30. PORTFOLIO REVIEW
  • 31. PERFORMANCE ATTRIBUTION
  • Conclusions
  • Bibliography
  • ENDNOTES
  • INDEX

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