Dynamic asset allocation : modern portfolio theory updated for the smart investor
Today's modern portfolio theory is not your father's MPT. It has undergone many changes in the past fifty years. Indeed, a new understanding of MPT has emerged, one that has a significant impact on managing asset allocation—especially in today's turbulent markets. Dynamic Asset Alloca...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
[Place of publication not identified]
Bloomberg Press
2010
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| Edición: | 1st ed |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628438206719 |
Tabla de Contenidos:
- In the beginning
- Inventing portfolio theory
- Other betas
- Rethinking random walks and efficient markets
- The market portfolio is the benchmark
- Rebalancing : the natural extension of asset allocation
- Tactical asset allocation: the devil and the details
- Customizing asset allocation
- Equilibrium, economics, and estimates
- What have we learned after fifty years?
