Screen LibraryFrontiers of modern asset allocation /
"Through a series of articles spanning over 15 years of research, Paul D. Kaplan, who developed the methodologies behind the Morningstar Rating and the Morningstar Style Box tackles the issues investors face when they attempt to put the concepts of asset allocation into practice, among them: Ho...
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| Main Authors: | |
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| Corporate Authors: | |
| Published: |
John Wiley & Sons,
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| Publisher Address: | Hoboken, N.J. : |
| Publication Dates: | 2012. |
| Literature type: | eBook |
| Language: | English |
| Series: |
Wiley finance
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| Subjects: | |
| Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9781119205401 |
| Summary: |
"Through a series of articles spanning over 15 years of research, Paul D. Kaplan, who developed the methodologies behind the Morningstar Rating and the Morningstar Style Box tackles the issues investors face when they attempt to put the concepts of asset allocation into practice, among them: How should the asset classes be defined? Should equities be divided into asset classes based on investment style, geography, or other factors? Should asset classes be represented by market-cap-weighted indexes or should other principles, such as fundamental weights, be used? How do actively managed funds fit into asset-class mixes? Kaplan also interviews the intellectuals who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan offers his own opinions and analysis. He includes three appendices that put theory into action with technical details for new asset-allocation frameworks, including the next generation of portfolio construction, which Kaplan dubs 'Markowitz 2.0.'"-- |
| Item Description: | Cover lists Paul D. Kaplan as editor. |
| Carrier Form: | 1 online resource (xxxii, 384 pages) : illustrations. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9781118173015 1118173015 9781119205401 1119205409 9781118172995 111817299X |
| Index Number: | HG4529 |
| CLC: | F830.59 |
| Contents: | pt. 1. Equities -- pt. 2. Fixed income, real estate, and alternatives -- pt. 3. Crashes and fat tails -- pt. 4. Doing asset allocation. |