Bibliograph

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

Type

Label

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

Language

eng

Bibliography note

Includes bibliographical references (pages 279-283) and index

Illustrations

illustrations

Index

index present

Literary Form

non fiction

Main title

The new science of asset allocation

Nature of contents

bibliography

Oclc number

435422402

Responsibility statement

Thomas Schneeweis, Garry B. Crowder, Hossein Kazemi

Series statement

Wiley finance series

Sub title

risk management in a multi-asset world

Table Of 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?

Contributor

Creator