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20240329122006.0 |
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200620s2020 xx o ||| 0 eng d |
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|a EBLCP
|b eng
|c EBLCP
|d REDDC
|d OCLCF
|d OCLCQ
|d OCLCO
|d OCLCL
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| 020 |
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|a 9781119567004
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|a 1119567009
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| 035 |
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|a (OCoLC)1155320216
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|a HG4529.5
|b .B476 2020
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|a 332.6
|2 23
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|a UAMI
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| 100 |
1 |
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|a Berns, David M.
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| 245 |
1 |
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|a Modern Asset Allocation for Wealth Management
|h [electronic resource].
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| 260 |
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|a Newark :
|b John Wiley & Sons, Incorporated,
|c 2020.
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| 300 |
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|a 1 online resource (139 p.).
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| 490 |
1 |
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|a Wiley Finance Ser.
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| 500 |
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|a Description based upon print version of record.
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| 505 |
0 |
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|a Cover -- Title Page -- Copyright -- Contents -- Preface -- Acknowledgments -- Chapter1 Preliminaries -- Expected Utility -- Introduction -- MPT Is an Approximation -- Higher Moment Motivation -- Modernized Preference Motivation -- A Modern Utility Function -- Returns-Based EU Maximization -- Estimation Error -- Introduction -- Minimizing Estimation Error -- Reducing Sensitivity to Estimation Error -- A Modern Definition of Asset Allocation -- Chapter 2 The Client Risk Profile -- Introduction -- Measuring Preferences -- Risk Aversion -- Loss Aversion -- Reflection -- Lottery Question Sizing
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| 505 |
8 |
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|a Incorporating Goals -- Preference Moderation via SLR -- Discretionary Wealth -- Comparison with Monte Carlo -- Comparison with Glidepaths -- Chapter3 Asset Selection -- Introduction -- Moment Contributions -- Overview -- Calculation -- Utility Contribution -- Mimicking Portfolios -- A New Asset Class Paradigm -- Overview -- A Review of Risk Premia -- From Assets to Asset Classes -- Chapter 4 Capital Market Assumptions -- Introduction -- Using History as Our Forecast -- Background -- Estimation Error and Sample Size -- Stationarity: Does History Repeat? -- Adjusting Forecasts
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| 505 |
8 |
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|a Pre-Tax Adjustments -- Post-Tax Adjustments -- Chapter 5 Portfolio Optimization -- Introduction -- Optimization Results -- To MPT or Not to MPT? -- Asset Allocation Sensitivity -- Final Remarks -- Bibliography -- Index -- EULA
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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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0 |
|a Investments
|x Management.
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| 650 |
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0 |
|a Portfolio management
|x Statistical methods.
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| 650 |
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6 |
|a Investissements.
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| 650 |
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6 |
|a Gestion de portefeuille
|x Méthodes statistiques.
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| 650 |
|
7 |
|a Investments
|x Management
|2 fast
|
| 758 |
|
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|i has work:
|a Modern asset allocation for wealth management (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCGTvYpCtpwQ4WctvDTK3HC
|4 https://id.oclc.org/worldcat/ontology/hasWork
|
| 776 |
0 |
8 |
|i Print version:
|a Berns, David M.
|t Modern Asset Allocation for Wealth Management
|d Newark : John Wiley & Sons, Incorporated,c2020
|z 9781119566946
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| 830 |
|
0 |
|a Wiley Finance Ser.
|
| 856 |
4 |
0 |
|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=6173681
|z Texto completo
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| 938 |
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|a ProQuest Ebook Central
|b EBLB
|n EBL6173681
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| 994 |
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|a 92
|b IZTAP
|
