Fraser-Sampson, Guy

Multi asset class investment strategy / Guy Fraser-Sampson - London : John Wiley, 2006 - xx, 300p. 21cm.

The book explains that instead of asset allocation being set in an isolated and arbitrary fashion, it is in fact the way in which specific hurdle investment returns can be targeted, and that this approach is already in use in the US (and has been for many years). It involves extended and detailed financial analysis of various asset class returns and proposes a five-asset class approach for future use. Opening with a study of the historic asset allocation

0470027991


Institutional investments
Investment analysis
Investments
Portfolio management
Risk

332.6 / FRA