The new science of asset allocation : risk management in a multi-asset world
"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 as...
| Main Authors: | , , |
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| Format: | Book |
| Language: | English |
| Published: |
Hoboken, New Jersey :
John Wiley ,
c2010
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| Series: | Wiley finance
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| Subjects: |
Table of Contents:
- 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?