Loading…

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,...

Full description

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Schneeweis, Thomas
Other Authors: Crowder, Garry B., 1954-, Kazemi, Hossein, 1954-
Format: Electronic eBook
Language:Inglés
Published: Hoboken, N.J. : John Wiley, ©2010.
Series:Wiley finance series.
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?