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The new science of asset allocation : risk management in a multi-asset world / Thomas Schneeweis, Garry B. Crowder, Hossein Kazemi.

By: Contributor(s): Material type: TextTextSeries: Wiley finance seriesPublication details: Hoboken, N.J. : John Wiley, c2010.Description: xviii, 294 p. : ill. ; 24 cmISBN:
  • 9780470537404 (cloth)
  • 047053740X (cloth)
Subject(s): DDC classification:
  • 332.6 22
LOC classification:
  • HG4529.5 .S3366 2010
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?
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Includes bibliographical references (p. 279-283) and index.

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?

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