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Asset Allocation in Private Markets - A Guide to P rivate Equity, Private Debt and Private Real Asset s, Demaria


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Автор: Demaria
Название:  Asset Allocation in Private Markets - A Guide to P rivate Equity, Private Debt and Private Real Asset s
ISBN: 9781119381006
Издательство: Wiley
Классификация:
ISBN-10: 1119381002
Обложка/Формат: Hardback
Страницы: 400
Вес: 1.00 кг.
Дата издания: 04.09.2020
Серия: Economics/Business/Finance
Язык: English
Размер: 244 x 170 x 15
Читательская аудитория: Professional & vocational
Ключевые слова: Finance & accounting
Основная тема: General Finance & Investments
Подзаголовок: A guide to investing with private equity, private debt and private real assets
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание:

The comprehensive guide to private market asset allocation

Asset Allocation and Private Markets provides institutional investors, such as pension funds, insurance groups and family offices, with a single-volume authoritative resource on including private markets in strategic asset allocation. Written by four academic and practitioner specialists, this book provides the background knowledge investors need, coupled with practical advice from experts in the field.

The discussion focuses on private equity, private debt and private real assets, and their correlation with other asset classes to establish optimized investment portfolios. Armed with the grounded and critical perspectives provided in this book, investors can tailor their portfolio and effectively allocate assets to traditional and private markets in their best interest.

In-depth discussion of return, risks, liquidity and other factors of asset allocation takes a more practical turn with guidance on allocation construction and capital deployment, the endowment model, and hedging -- or lack thereof. Unique in the depth and breadth of information on this increasingly attractive asset class, this book is an invaluable resource for investors seeking new strategies.

  • Discover alternative solutions to traditional asset allocation strategies
  • Consider attractive returns of private markets
  • Delve into private equity, private debt and private real assets
  • Gain expert perspectives on correlation, risk, liquidity, and portfolio construction

Private markets represent a substantial proportion of global wealth. Amidst disappointing returns from stocks and bonds, investors are increasingly looking to revitalise traditional asset allocation strategies by weighting private market structures more heavily in their portfolios. Pension fund and other long-term asset managers need deeper information than is typically provided in tangential reference in broader asset allocation literature; Asset Allocation and Private Markets fills the gap, with comprehensive information and practical guidance.




Risk and Asset Allocation

Автор: Attilio Meucci
Название: Risk and Asset Allocation
ISBN: 3540222138 ISBN-13(EAN): 9783540222132
Издательство: Springer
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Цена: 13974.00 р.
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Описание: Covers various steps of one-period allocation from the foundations to the advanced developments. This book analyzes multivariate estimation methods, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques.

All about Asset Allocation, Second Edition

Автор: Ferri Richard
Название: All about Asset Allocation, Second Edition
ISBN: 0071700781 ISBN-13(EAN): 9780071700788
Издательство: McGraw-Hill
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Цена: 3087.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Offers the information you need to know about how to: implement a smart asset allocation strategy; diversify your investments with stocks, bonds, real estate, and other classes; and, change your allocation and lock in gains. This title includes advice on learning which investments work well together and why.

Strategic Asset Allocation: Portfolio Choice for Long-term Investors

Автор: Campbell, John Y. (Otto Eckstein Professor of Appl
Название: Strategic Asset Allocation: Portfolio Choice for Long-term Investors
ISBN: 0198296940 ISBN-13(EAN): 9780198296942
Издательство: Oxford Academ
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Цена: 12514.00 р.
Наличие на складе: Поставка под заказ.

Описание: This work links cutting-edge academic analysis of portfolio choice to the practical concerns of institutional investors, financial planners, and individual investors. It shows in empirical detail how long-term portfolios should differ from short-term portfolios.

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

Автор: Rasmussen
Название: Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
ISBN: 1403904588 ISBN-13(EAN): 9781403904584
Издательство: Springer
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Цена: 37594.00 р.
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Описание: Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management.

Country Asset Allocation

Автор: Adam Zaremba; Jacob Shemer
Название: Country Asset Allocation
ISBN: 1137591900 ISBN-13(EAN): 9781137591906
Издательство: Springer
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Цена: 15372.00 р.
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Описание:

This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets. It offers a range of state-of-the-art quantitative strategies, describing their theoretical bases, implementation details, and performance in over 70 countries between 1995 and 2015.
International diversification has long been a key to stable investing. However, the increased integration and openness of global financial markets has led to rising correlations between stock market returns in particular countries, driving down the benefits of diversification and increasing the importance of country selection strategies as part of an investment process. Zaremba and Shemer explain the efficiency of quantitative investing, which captures huge amounts of data of limited scope very quickly. In the traditional approach, this data compilation is an immense undertaking, limited in scope and vulnerable to behavioral errors, but this can be overcome with the help of a new paradigm of quantitative investment at the country level. Quantitative country asset allocation can be efficiently accomplished by using wealth insights that have been generated in the academic literature, discovering many anomalies and regular patterns in asset prices. Armed with this information, investors and managers can process large amounts of data more efficiently when deciding to invest in ETFs, index funds, or futures markets.
Balanced Asset Allocation

Автор: Shahidi Alex
Название: Balanced Asset Allocation
ISBN: 1118711947 ISBN-13(EAN): 9781118711941
Издательство: Wiley
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Цена: 8237.00 р.
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Описание: The conventional portfolio is prone to frequent and potentially devastating losses because it is NOT balanced to different economic outcomes. In contrast, a truly balanced portfolio can help investors reduce risk and more reliably achieve their objectives. This simple fact would surprise most investors, from beginners to professionals.

Asset Allocation Demystified

Автор: Lim Paul
Название: Asset Allocation Demystified
ISBN: 0071809775 ISBN-13(EAN): 9780071809771
Издательство: McGraw-Hill
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Цена: 3945.00 р.
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Описание: An accessible, curriculum-based study guide that helps the reader build a strong diversified portfolio based on investment goals, risk tolerance, and investment timeframe

Adaptive Asset Allocation

Автор: Butler Adam
Название: Adaptive Asset Allocation
ISBN: 1119220351 ISBN-13(EAN): 9781119220350
Издательство: Wiley
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Цена: 4435.00 р.
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Описание: Build an agile, responsive portfolio with a new approach to global asset allocation Adaptive Asset Allocation is a no-nonsense how-to guide for dynamic portfolio management. Written by the team behind Gestaltu.


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