Screen LibraryThe 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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| Group Author: | ; |
| Published: |
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| Literature type: | eBook |
| Language: | English |
| Series: |
Wiley finance series. |
| Subjects: | |
| Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9781118268223 |
| Summary: |
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, and through a new approach, you'll discover how to make it work. In The New Science of Asset Allocation, authors Thomas Schneeweis, Garry Crowder, and Hossein Kazemi first explore the myths that plague this field then quickly move on to examine how the practice of asset allocation has failed in rece. |
| Carrier Form: | 1 online resource (xviii, 294 pages) : illustrations. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9781118268223 1118268229 9780470608395 0470608390 9780470608401 0470608404 9780470608418 0470608412 1282550209 9781282550209 |
| Index Number: | HG4529 |
| CLC: | F830.59 |
| Contents: | A brief history of asset allocation -- Measuring risk -- Alpha and beta, and the search for a true measure of manager value -- Asset classes : what they are and where to put them -- Strategic, tactical, and dynamic asset allocation -- Core and satellite investment : market/manager based alternatives -- Sources of risk and return in alternative investments -- Return and risk differences among similar asset class benchmarks -- Risk budgeting and asset allocation -- Myths of asset allocation -- The importance of discretion in asset allocation decisions -- Asset allocation : where is it headed? |