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Adaptive asset allocation : dynamic global portfolios to profit in good times - and bad /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Butler, Adam, 1975- (Autor), Gordillo, Rodrigo, 1980- (Autor), Philbrick, Michael, 1967- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, New Jersey : John Wiley & Sons, Inc., 2016.
Colección:Online access with DDA: Askews (Economics)
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a Adaptive asset allocation :  |b dynamic global portfolios to profit in good times - and bad /  |c Adam Butler, Rodrigo Gordillo, Michael Philbrick. 
264 1 |a Hoboken, New Jersey :  |b John Wiley & Sons, Inc.,  |c 2016. 
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504 |a Includes bibliographical references and index. 
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505 0 |a Title Page; Copyright; Table of Contents; Dedication; Acknowledgments; Part I: The Philosophy of Successful Investing; Chapter 1: The Most Important Concepts in Wealth Management; Chapter 2: The Narrative Is Reality; Chapter 3: Tightly Grouped Arrows Nowhere Near the Bull's-eye; Chapter 4: What Is Gestalt?; Chapter 5: Measuring the Relative Value of Portfolios; Chapter 6: The Whole Is Greater than the Sum of Its Parts; Chapter 7: Our Process Is a Financial Gestalt; Part II: Saving and Withdrawing from Portfolios; Chapter 8: Beware of Those Pesky "Volatility Gremlins." 
505 8 |a Chapter 9: It's Not Just the Destination, It's Also the JourneyChapter 10: In a Perfect World; Chapter 11: Home on the Range; Chapter 12: Timing Is Everything; Chapter 13: Longevity Risk; Chapter 14: Plan for the Worst, Hope for the Best; Chapter 15: Sequence of Returns for Savers; Chapter 16: Individual Rate of Return for Savers; Chapter 17: Sequence of Returns for Retirees; Chapter 18: Do You Feel Lucky?; Part III: Current High Valuations Mean Lower Future Returns; Chapter 19: A Simple Model to Forecast Equity Market Returns; Chapter 20: Implied Future Returns over the Next 20 Years 
505 8 |a Chapter 21: How Do We Do It?Chapter 22: Forecasts 80 Percent More Accurate than Always Assuming Long-Term Averages; Chapter 23: Roller Coasters Are for Amusement Parks; Chapter 24: The Last Five Years Have Been a Triumph for the Ostriches; Part IV: An Investment Framework for Stability, Growth, and Maximum Income; Chapter 25: A Word about Asset Allocation; Chapter 26: The Optimization Machine; Chapter 27: Garbage In, Garbage Out; Volatility; Correlations; Returns; The Flaw of Averages; Chapter 28: All We Know Is That We Know Nothing; Chapter 29: If We Know How Assets Should Behave 
505 8 |a The Permanent Portfolio: Structural Diversification's Poster BoyJapan as a Deflationary Case Study; Chapter 30: A Structurally Diverse Investment Universe; Chapter 31: If We Can Estimate Volatility; Chapter 32: If We Can Estimate Volatility and Correlation; Chapter 33: If We Can Estimate Volatility, Correlations, and Returns; Chapter 34: Summary of the Optimization Machine; Chapter 35: Building to Adaptive Asset Allocation; Chapter 36: Integration of Adaptive Asset Allocation; The Next Generation of Portfolio Management; Part V: Why You Should Trust the Research 
505 8 |a Chapter 37: The Usefulness and Uselessness of BacktestsDegrees of Freedom; Sample Size; Multiple Discovery; Structural Impediments to Asset Class Arbitrage; On the Robustness of Adaptive Asset Allocation; Chapter 38: Tactical Alpha and the Quantitative Case for Active Asset Allocation; Shoulders of Giants; Structure; Part One: Theory; Part Two: Empirical Analysis; Conclusion; Chapter 39: Sensitivity of Safe Withdrawal Rates to Longevity, Market, and Failure Risk Preferences with Implications for Asset Allocation; Safe Withdrawal Rates; Aftcasting; The Four Levers of Retirement 
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700 1 |a Gordillo, Rodrigo,  |d 1980-  |e author. 
700 1 |a Philbrick, Michael,  |d 1967-  |e author. 
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