Cargando…
Multi-asset investing : a practitioner's framework /
"It is best described as that part of academic wisdom that the authors have found useful in actually managing assets, coupled with heuristics that they have developed over the last decade"--
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex, United Kingdom :
John Wiley & Sons Ltd.,
2016.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn945198249 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 160321s2016 enk ob 001 0 eng d | ||
| 040 | |a N$T |b eng |e rda |e pn |c N$T |d YDXCP |d EBLCP |d DG1 |d RECBK |d OCLCF |d CDX |d KSU |d DG1 |d CNCGM |d UAB |d MERUC |d OCLCQ |d COCUF |d CNNOR |d STF |d LOA |d CUY |d ZCU |d ICG |d K6U |d VT2 |d U3W |d AU@ |d CNCEN |d UKMGB |d OCLCQ |d WYU |d G3B |d LVT |d S8J |d S9I |d TKN |d OCLCQ |d D6H |d DKC |d OCLCQ |d UKAHL |d OL$ |d OCLCQ |d OCLCO |d OCLCQ |d OCLCO |d OCLCQ |d OCLCO |d OCLCL | ||
| 016 | 7 | |a 017806856 |2 Uk | |
| 019 | |a 958446042 |a 963346753 |a 1066627787 |a 1107372604 |a 1228616700 |a 1249228109 | ||
| 020 | |a 9781119241577 |q (electronic bk.) | ||
| 020 | |a 111924157X |q (electronic bk.) | ||
| 020 | |a 9781119241614 |q (electronic bk.) | ||
| 020 | |a 1119241618 |q (electronic bk.) | ||
| 020 | |a 9781119241591 | ||
| 020 | |a 1119241596 | ||
| 020 | |z 9781119241522 | ||
| 020 | |z 1119241529 | ||
| 029 | 1 | |a CHNEW |b 000945250 | |
| 029 | 1 | |a CHVBK |b 480262659 | |
| 029 | 1 | |a DEBBG |b BV043629309 | |
| 029 | 1 | |a UKMGB |b 017806856 | |
| 035 | |a (OCoLC)945198249 |z (OCoLC)958446042 |z (OCoLC)963346753 |z (OCoLC)1066627787 |z (OCoLC)1107372604 |z (OCoLC)1228616700 |z (OCoLC)1249228109 | ||
| 037 | |a 9781119241577 |b Wiley | ||
| 050 | 4 | |a HG4529.5 |b .G87 2016eb | |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.6 |2 23 |
| 084 | |a BUS027000 |2 bisacsh | ||
| 049 | |a UAMI | ||
| 100 | 1 | |a Gupta, Pranay, |d 1966- |e author. |1 https://id.oclc.org/worldcat/entity/E39PCjwqH4hxHW8hvMCFVWkjBX | |
| 245 | 1 | 0 | |a Multi-asset investing : |b a practitioner's framework / |c Pranay Gupta, Sven R. Skallsjo, Bing Li. |
| 264 | 1 | |a Chichester, West Sussex, United Kingdom : |b John Wiley & Sons Ltd., |c 2016. | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 520 | |a "It is best described as that part of academic wisdom that the authors have found useful in actually managing assets, coupled with heuristics that they have developed over the last decade"-- |c Provided by publisher | ||
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Series; Title page; Copyright; Dedication; Preface; About the Authors; Chapter 1 An Introduction to the Multi-Asset Investment Problem; 1.1 WHAT IS MULTI-ASSET INVESTING?; 1.2 THE CONVENTIONAL STRUCTURE; 1.3 TRANSITIONING FROM ACTIVE MANAGEMENT TO EXPOSURE ALLOCATION; 1.4 CREATING AN IMPROVED ALLOCATION STRUCTURE; 1.5 CONSTRUCTING A MULTI-ASSET PORTFOLIO TO MANAGE TAIL RISKS; 1.6 MULTI-ASSET INVESTING IN EMERGING MARKETS; 1.7 FROM MULTI-ASSET STRATEGIES TO MULTI-ASSET SOLUTIONS; 1.8 STRUCTURING A MULTI-ASSET BUSINESS; Chapter 2 The Traditional Allocation Structure. | |
| 505 | 8 | |a 2.1 THE TRADITIONAL INVESTMENT PROCESS2.2 THE ASSET ALLOCATION PROCESS; 2.3 THE BELIEF IN DIVERSIFICATION; 2.4 HARNESSING EQUITY RISK PREMIUM AND THE INVESTMENT HORIZON; 2.5 ASSET CLASSES AS MUTUALLY EXCLUSIVE SILOS; 2.6 ORGANIZATION STRUCTURE AND RESOURCE ALLOCATION; 2.7 IMPLICATIONS FOR SKILL REQUIRED IN ASSET ALLOCATION; 2.8 REQUIREMENTS FOR A REVISED ALLOCATION SOLUTION; 2.9 PARALLEL DEBATES CREATED IN THE SEARCH FOR A REVISED ALLOCATION SOLUTION; Chapter 3 Transitioning from Active Management to Exposure Allocation; 3.1 A HISTORIC RATIONALIZATION OF ALPHA AND BETA. | |
| 505 | 8 | |a 3.2 PROGRESSION OF ACTIVE MANAGEMENT3.3 GENERALIZING THE BETA CONCEPT; 3.4 THE DEMISE OF ASSET CLASS DEMARCATED ALLOCATION; 3.5 IMPLICATIONS FOR THE ACTIVE INVESTMENT PROCESS; 3.6 INVESTMENT STRATEGY CATEGORIZATION; 3.7 POSITIONING OF ALTERNATIVE INVESTMENTS; 3.8 OBSOLESCENCE OF PORTABLE ALPHA; 3.9 POSITIONING OF FUNDAMENTAL INDEXATION AND SMART BETA; 3.10 RISK IN AN EXPOSURE-BASED FRAMEWORK; 3.11 HORIZON-BASED ORGANIZATIONAL DEMARCATION; 3.12 TRANSITION FROM AN ASSET-BASED TO AN EXPOSURE-BASED ORGANIZATION; 3.13 CONCLUSION. | |
| 505 | 8 | |a Chapter 4 Redefining Risk Premium for Multi-Asset Allocation Decisions4.1 INCUMBENT RISK AND RISK PREMIUM FRAMEWORKS; 4.2 FRAMEWORK FOR THE CONCURRENT PRESENCE OF ALL ASSET CLASSES; 4.3 INCORPORATING INTRA-HORIZON RISK; 4.4 RISK AND RETURN PREMIUM FOR ALLOCATION SILOS; 4.5 ASSET CLASS PREMIUMS -- COMPARISON OF TRADITIONAL AND PROPOSED METHODS; 4.6 ASSET CLASS PREMIUMS -- IMPACT OF DIFFERENT INVESTMENT HORIZONS; 4.7 ASSET CLASS RISK -- COMPARISON OF TRADITIONAL AND PROPOSED METHODS; 4.8 ASSET CLASS RISK -- IMPACT OF DIFFERENT INVESTMENT HORIZONS; 4.9 SOVEREIGN RISK AND RISK PREMIUM. | |
| 505 | 8 | |a 4.10 APPLICATION TO VARIOUS MULTI-ASSET INVESTMENT PROBLEM SCENARIOS4.11 CONCLUSION; Chapter 5 A Multi-Strategy Allocation Structure; 5.1 CATEGORIES OF ALLOCATION APPROACHES; 5.2 A MULTI-STRATEGY FRAMEWORK FOR THE ALLOCATION PROBLEM; 5.3 THE BENEFITS OF STRATEGY DIVERSIFICATION; 5.4 INDIVIDUAL ALLOCATION METHODOLOGY REQUIREMENTS; 5.5 EXAMPLE OF A MULTI-STRATEGY ALLOCATION APPROACH; 5.6 CONCLUSION; Chapter 6 A Fundamental Exposure Allocation Approach -- Business Cycles; 6.1 THE PASSIVE ECONOMIC MODEL; 6.2 AN ACTIVE ECONOMIC APPROACH; 6.3 A FIVE CYCLE ASSET ALLOCATION APPROACH. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Portfolio management. | |
| 650 | 0 | |a Asset allocation. | |
| 650 | 0 | |a Investments. | |
| 650 | 2 | |a Investments | |
| 650 | 6 | |a Gestion de portefeuille. | |
| 650 | 6 | |a Affectation de l'actif. | |
| 650 | 6 | |a Investissements. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Asset allocation |2 fast | |
| 650 | 7 | |a Investments |2 fast | |
| 650 | 7 | |a Portfolio management |2 fast | |
| 700 | 1 | |a Skallsjö, Sven R., |d 1969- |e author. |1 https://id.oclc.org/worldcat/entity/E39PCjDVwDCY8xjQ9YGMWX6Kr3 | |
| 700 | 1 | |a Li, Bing, |d 1963- |e author. |1 https://id.oclc.org/worldcat/entity/E39PCjHtR8vwf9vfgcXxCdT4MP | |
| 758 | |i has work: |a Multi-asset investing (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFBXdkqy4kfPT3rWWP3fbd |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Gupta, Pranay, 1966- |t Multi-asset investing. |d Chichester, West Sussex, United Kingdom : John Wiley & Sons Ltd., 2016 |z 9781119241522 |w (DLC) 2015050873 |w (OCoLC)933273079 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=4452674 |z Texto completo |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH29834844 | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH29834845 | ||
| 938 | |a Coutts Information Services |b COUT |n 33382777 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL4452674 | ||
| 938 | |a EBSCOhost |b EBSC |n 1201964 | ||
| 938 | |a Recorded Books, LLC |b RECE |n rbeEB00666390 | ||
| 938 | |a YBP Library Services |b YANK |n 12896299 | ||
| 938 | |a YBP Library Services |b YANK |n 12921139 | ||
| 994 | |a 92 |b IZTAP | ||