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The new science of asset allocation : risk management in a multi-asset world /
A feasible asset allocation framework for the post 2008 financial world. Asset allocation has long been a cornerstone of prudent investment management; however, traditional allocation plans failed investors miserably in 2008. Asset allocation still remains an essential part of the investment arena,...
| Call Number: | Libro Electrónico |
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| Main Author: | |
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Hoboken, N.J. :
John Wiley,
©2010.
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| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | Texto completo (Requiere registro previo con correo institucional) |
Table of Contents:
- A brief history of asset allocation
- Measuring risk
- Alpha and beta, and the search for a true measure of manager value
- Asset classes : what they are and where to put them
- Strategic, tactical, and dynamic asset allocation
- Core and satellite investment : market/manager based alternatives
- Sources of risk and return in alternative investments
- Return and risk differences among similar asset class benchmarks
- Risk budgeting and asset allocation
- Myths of asset allocation
- The importance of discretion in asset allocation decisions
- Asset allocation : where is it headed?