Bibliograph

Dynamic asset allocation, modern portfolio theory updated for the smart investor, James Picerno

Type

Label

Dynamic asset allocation, modern portfolio theory updated for the smart investor, James Picerno

Language

eng

Bibliography note

Includes bibliographical references (pages 250-266) and index

Illustrations

illustrations

Index

index present

Literary Form

non fiction

Main title

Dynamic asset allocation

Nature of contents

bibliography

Oclc number

424556444

Responsibility statement

James Picerno

Sub title

modern portfolio theory updated for the smart investor

Summary

"This book presents a unifying theory of long-term investing for strategic-minded investors that combines modern portfolio theory with value investing. It shows how to build a winning portfolio using dynamic asset allocation, how modern portfolio theory has changed in recent years, and how those changes affect the strategic investor and portfolio design in today's financial climate"--Provided by publisher

Table Of Contents

In the beginning -- Inventing, portfolio theory -- Other betas -- Rethinking random walks and efficient markets -- The market portfolio is the benchmark -- Rebalancing : the natural extension of asset allocation -- Tactical asset allocation: the devil and the details -- Customizing asset allocation -- Equilibrium, economics, and estimates -- What have we learned after fifty years?

Creator