The new science of asset allocation : risk management in a multi-asset world / Thomas Schneeweis, Garry B. Crowder, Hossein Kazemi.
Material type: TextLanguage: English Series: Wiley finance seriesPublisher: Nueva Jersey : John Wiley & Sons Inc., 2010Copyright date: ©2010. Edition: Primera ediciónDescription: xviii, 294 páginas : ilustraciones ; 23 cmContent type: texto Media type: sin mediación Carrier type: volumenISBN: 9780470537404Subject(s): Análisis de inversiones -- Estrategia y técnica | Asignación de recursos | Administración de los activos y pasivos | Rentabilidad | Gestión del riesgoDDC classification: 332.6Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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General | 332.6 / SCH358 2010 (Browse shelf(Opens below)) | Ej.1 | Available (Sin restricciones) | 7109101136 |
Incluye bibliografía (279-283)
Incluye glosario (271-277)
Incluye índice (287-294)
Chapter 1. A brief history of asset allocation ; Chapter 2. Measuring risk ; Chapter 3. Alpha and beta, and the search for a true measure of manager value ;Chapter 4. Asset classes : what they are and where to put them ; Chapter 5. Strategic, tactical, and dynamic asset allocation ; Chapter 6. Core and satellite investment : market/manager based alternatives ; Chapter 7. Sources of risk and return in alternative investments ; Chapter 8. Return and risk differences among similar asset class benchmarks ; Chapter 9. Risk budgeting and asset allocation ; Chapter 10. Myths of asset allocation ; Chapter 11. The importance of discretion in asset allocation decisions ; Chapter 12. Asset allocation : where is it headed?
While in most instances asset allocation failed to protect investors from devastating losses in 2007 and 2008, it remains an essential element of the investment decision. Asset allocation is not solely about maximizing expected return. Much of asset allocation is based on the tradeoffs between the costs and returns that are consistent with an investor's risk tolerance or investment goals. Today the challenge is greater than ever, not only because we are working in a more dynamic market but because the number of investment vehicles available to investors has increased as well. The New Science of Asset Allocation provides expert guidance with a fresh approach designed to meet this challenge editor.
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