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- 7.000.000 titres dans notre catalogue
- Payer en toute sécurité
- Toujours un magasin près de chez vous
110,95 €
+ 221 points
Description
Innovative approaches to putting asset allocation into practice
Building on more than 15 years of asset-allocation research, Paul D. Kaplan, who led the development of the methodologies behind the Morningstar Rating(TM) and the Morningstar Style Box(TM), tackles key challenges investor professionals face when putting asset-allocation theory into practice. This book addresses common issues such as:
- How should asset classes be defined?
- Should equities be divided into asset classes based on investment style, geography, or other factors?
- Should asset classes be represented by market-cap-weighted indexes or should other principles, such as fundamental weights, be used?
- How do actively managed funds fit into asset-class mixes?
Kaplan also interviews industry luminaries who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan explains allocation theory, creates new strategies, and corrects common misconceptions, offering original insights and analysis. He includes three appendices that put theory into action with technical details for new asset-allocation frameworks, including the next generation of portfolio construction tools, which Kaplan dubs "Markowitz 2.0."
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 416
- Langue:
- Anglais
- Collection :
- Tome:
- n° 713
Caractéristiques
- EAN:
- 9781118115060
- Date de parution :
- 27-12-11
- Format:
- Livre relié
- Format numérique:
- Genaaid
- Dimensions :
- 159 mm x 240 mm
- Poids :
- 621 g
