The New Science of Asset Allocation Risk Management in a Multi-Asset World
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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Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
18.02.2010
Verlag
WileySeitenzahl
320 (Printausgabe)
Dateigröße
7164 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9780470608395
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 recent years. They
then propose new allocation models that employ liquidity,
transparency, and real risk controls across multiple asset
classes.
* Outlines a new approach to asset allocation in a post-2008
world, where risk seems hidden
* The "great manager" problem is examined with solutions on how
to capture manager alpha while limiting downside risk
* A complete case study is presented that allocates for beta and
alpha
Written by an experienced team of industry leaders and academic
experts, The New Science of Asset Allocation explains how
you can effectively apply this approach to a financial world that
continues to change.
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 recent years. They
then propose new allocation models that employ liquidity,
transparency, and real risk controls across multiple asset
classes.
* Outlines a new approach to asset allocation in a post-2008
world, where risk seems hidden
* The "great manager" problem is examined with solutions on how
to capture manager alpha while limiting downside risk
* A complete case study is presented that allocates for beta and
alpha
Written by an experienced team of industry leaders and academic
experts, The New Science of Asset Allocation explains how
you can effectively apply this approach to a financial world that
continues to change.
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