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,...
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| Other Authors: | , |
| Format: | Electronic |
| Language: | Inglés |
| Published: |
Hoboken, NJ :
Wiley
2010.
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| Edition: | 1st edition |
| Series: | Wiley Finance
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628288706719 |
Table of Contents:
- The New Science of Asset Allocation: Risk Management in a Multi-Asset World; Contents; Preface; Acknowledgments; Chapter 1: A Brief History of Asset Allocation; Chapter 2: Measuring Risk; Chapter 3: Alpha and Beta, and the Search for a True Measure of Manager Value; Chapter 4: Asset Classes: What They Are and Where to Put Them; Chapter 5: Strategic, Tactical, and Dynamic Asset Allocation; Chapter 6: Core and Satellite Investment: Market/Manager Based Alternatives; Chapter 7: Sources of Risk and Return in Alternative Investments
- Chapter 8: Return and Risk Differences among Similar Asset Class BenchmarksChapter 9: Risk Budgeting and Asset Allocation; Chapter 10: Myths of Asset Allocation; Chapter 11: The Importance of Discretion in Asset Allocation Decisions; Chapter 12: Asset Allocation: Where Is It Headed?; Appendix: Risk and Return of Asset Classes and Risk Factors Through Business Cycles; Glossary: Asset Class Benchmarks; Bibliography; About the Authors; Index
