Frontiers of Modern Asset Allocation
Aus der Reihe
Wiley Finance Editions
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Form:Einzelkauf Download
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Sprache:Englisch
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eBook Format:PDF
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60,99 €
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
29.11.2011
Herausgeber
Paul D. KaplanVerlag
John Wiley & Sons IncSeitenzahl
416 (Printausgabe)
Dateigröße
37903 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9781118173015
Innovative approaches to putting asset allocation into
practice
Building on more than 15 years of asset-allocation research,
Paul D. Kaplan, who led the development of the methodologies behind
the Morningstar Rating(TM) and the Morningstar Style Box(TM),
tackles key challenges investor professionals face when putting
asset-allocation theory into practice. This book addresses common
issues such as:
* How should 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 industry luminaries who have greatly
influenced the evolution of asset allocation, including Harry
Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot.
Throughout the book, Kaplan explains allocation theory, creates new
strategies, and corrects common misconceptions, offering original
insights 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
tools, which Kaplan dubs "Markowitz 2.0."
practice
Building on more than 15 years of asset-allocation research,
Paul D. Kaplan, who led the development of the methodologies behind
the Morningstar Rating(TM) and the Morningstar Style Box(TM),
tackles key challenges investor professionals face when putting
asset-allocation theory into practice. This book addresses common
issues such as:
* How should 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 industry luminaries who have greatly
influenced the evolution of asset allocation, including Harry
Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot.
Throughout the book, Kaplan explains allocation theory, creates new
strategies, and corrects common misconceptions, offering original
insights 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
tools, which Kaplan dubs "Markowitz 2.0."
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