|
|
|
|
| LEADER |
00000cam a2200000 7i4500 |
| 001 |
0000074458 |
| 005 |
20111013093000.0 |
| 008 |
110621s2010 nju eng |
| 020 |
|
|
|a 047053740X (clothback : alk. paper)
|
| 020 |
|
|
|a 9780470537404 (clothback : alk. paper)
|
| 050 |
0 |
0 |
|a HG4529.5
|b .S36 2010
|
| 090 |
0 |
0 |
|a HG4529.5
|b .S36 2010
|
| 100 |
1 |
|
|a Schneeweis, Thomas ,
|e author
|
| 245 |
1 |
4 |
|a The new science of asset allocation :
|b risk management in a multi-asset world
|c Thomas Schneeweis, Garry B. Crowder, Hossein Kazemi
|
| 260 |
|
|
|a Hoboken, New Jersey :
|b John Wiley ,
|c c2010
|
| 300 |
|
|
|a xviii, 294 p. :
|b ill.c24 cm
|
| 490 |
1 |
|
|a Wiley finance
|
| 504 |
|
|
|a Includes bibliographical references (p. 279-283) and index
|
| 505 |
0 |
|
|a 1. A brief history of asset allocation -- 2. Measuring risk -- 3. Alpha and beta, and the search for a true measure of manager value -- 4. Asset classes : what they are and where to put them -- 5. Strategic, tactical, and dynamic asset allocation -- 6. Core and satellite investment : market/manager based alternatives -- 7. Sources of risk and return in alternative investments -- 8. Return and risk differences among similar asset class benchmarks -- 9. Risk budgeting and asset allocation -- 10. Myths of asset allocation -- 11. The importance of discretion in asset allocation decisions -- 12. Asset allocation : where is it headed?
|
| 520 |
|
|
|a "The authors first focus on risk, examining the principles tools associated with quantitative and qualitative analysis in determining fundamental asset and portfolio risk, as well as the ability of money managers to create value. While pointing out the importance of manager discretion in the asset allocation process, they also present solutions, which emphasize systematic approaches to capturing expected returns while limiting downside risk. They provide illustrative examples of an investor's decision-making process in moving between and among core and satellite portfolios and offer an overview of sample allocations and expected risk/return scenarios."--BOOK JACKET
|
| 650 |
|
0 |
|a Asset allocation
|
| 650 |
|
0 |
|a Risk management
|
| 700 |
1 |
|
|a Crowder, Gary B. ,
|d 1954- ,
|e author
|
| 700 |
1 |
|
|a Kazemi, Hossein ,
|d 1954- ,
|e author
|
| 999 |
|
|
|a 1000140923
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|