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161001s2016 xx o 000 0 eng d |
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|a EBLCP
|b eng
|e rda
|e pn
|c EBLCP
|d OCLCQ
|d DEBBG
|d CUY
|d MERUC
|d ICG
|d ZCU
|d OCLCQ
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|d DKC
|d OCLCO
|d OCLCQ
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|a 9781119016366
|q (ePDF)
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|a 1119016363
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|a 9781119016380
|q (ePub)
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|a 111901638X
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|a (OCoLC)959848872
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|a HG4529
|b .K394 2016
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|a 332.6019
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|a UAMI
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|a Association, CAIA.
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|a Alternative Investments :
|b CAIA Level II.
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| 250 |
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|a 3rd ed.
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| 264 |
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|a Somerset :
|b Wiley,
|c 2016.
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| 300 |
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|a 1 online resource (1106 pages)
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a Print version record.
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|a Alternative Investments; Contents; Preface; Acknowledgments; About the Authors; PART 1 Asset Allocation and Institutional Investors; 1 Asset Allocation Processes and the Mean-Variance Model; 1.1 Importance of Asset Allocation; 1.2 The Five Steps of the Asset Allocation Process; 1.3 Asset Owners; 1.3.1 Endowments and Foundations; 1.3.2 Pension Funds; 1.3.3 Sovereign Wealth Funds; 1.3.4 Family Offices; 1.4 Objectives and Constraints; 1.5 Investment Policy Objectives; 1.5.1 Evaluating Objectives with Expected Return and Standard Deviations; 1.5.2 Evaluating Risk and Return with Utility.
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|a 1.5.3 Risk Aversion and the Shape of the Utility Function1.5.4 Expressing Utility Functions in Terms of Expected Return and Variance; 1.5.5 Expressing Utility Functions with Higher Moments; 1.5.6 Expressing Utility Functions with Value at Risk; 1.5.7 Using Risk Aversion to Manage a Defined Benefit Pension Fund; 1.5.8 Finding Investor Risk Aversion from the Asset Allocation Decision; 1.5.9 Managing Assets with Risk Aversion and Growing Liabilities; 1.6 Investment Policy Constraints; 1.6.1 Investment Policy Internal Constraints.
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|a 1.6.2 Investment Policy and the Two Major Types of External Constraints1.7 Preparing an Investment Policy Statement; 1.7.1 Seven Common Components of an Investment Policy Statement; 1.7.2 Strategic Asset Allocation: Risk and Return; 1.7.3 Developing a Strategic Asset Allocation; 1.7.4 A Tactical Asset Allocation Strategy; 1.8 Implementation; 1.8.1 Mean-Variance Optimization; 1.8.2 Mean-Variance Optimization with a Risky and Riskless Asset; 1.8.3 Mean-Variance Optimization with Growing Liabilities; 1.8.4 Mean-Variance Optimization with Multiple Risky Assets.
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|a 1.8.5 Hurdle Rate for Mean-Variance Optimization1.8.6 Issues in Using Optimization; 1.8.7 Optimizers as Error Maximizers; 1.8.8 Data Issues for Illiquid Assets; 1.8.9 Data Issues for Large-Scale Optimization; 1.8.10 Mean-Variance Ignores Higher Moments; 1.8.11 Other Issues in Mean-Variance Optimization; 1.9 Conclusion; Notes; References; 2 Tactical Asset Allocation, Mean-Variance Extensions, Risk Budgeting, Risk Parity, and Factor Investing; 2.1 Tactical Asset Allocation; 2.1.1 TAA and the Fundamental Law of Active Management; 2.1.2 FLOAM and the Cost of Active Management of Alternatives.
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|a 2.1.3 Costs of Actively Managing Portfolios with Alternatives2.1.4 Three Observations on TAA and Portfolio Reallocation Costs; 2.1.5 Keys to a Successful TAA Process; 2.2 Extensions to the Mean-Variance Approach; 2.2.1 Adjustment of the Mean-Variance Approach for Illiquidity; 2.2.2 Adjustment of the Mean-Variance Approach for Factor Exposure; 2.2.3 Adjustment of the Mean-Variance Approach for Estimation Risk; 2.3 Risk Budgeting; 2.3.1 Specifications in Risk Budgeting; 2.3.2 Implementing a Risk Budgeting Approach; 2.3.3 A Three-Asset Example of Risk Budgeting.
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|a 2.3.4 Applying Risk Budgeting Using Factors.
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| 590 |
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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| 650 |
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|a Investment analysis
|x Psychological aspects.
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| 650 |
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|a Analyse financière
|x Aspect psychologique.
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| 700 |
1 |
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|a Kazemi, Hossein.
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| 700 |
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|a Black, Keith H.
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| 700 |
1 |
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|a Chambers, Donald R.
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| 758 |
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|i has work:
|a Alternative investments (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCFXRWgVcY3YhyqfcWYYHG3
|4 https://id.oclc.org/worldcat/ontology/hasWork
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| 776 |
0 |
8 |
|i Print version:
|a Association, CAIA.
|t Alternative Investments : CAIA Level II.
|d Somerset : Wiley, ©2016
|z 9781119016397
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| 856 |
4 |
0 |
|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=4696321
|z Texto completo
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| 994 |
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|a 92
|b IZTAP
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