Автор: Attilio Meucci Название: Risk and Asset Allocation ISBN: 3540222138 ISBN-13(EAN): 9783540222132 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Автор: Lim Paul Название: Asset Allocation Demystified ISBN: 0071809775 ISBN-13(EAN): 9780071809771 Издательство: McGraw-Hill Рейтинг: Цена: 3945.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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
Автор: Henrik Lumholdt Название: Strategic and Tactical Asset Allocation ISBN: 3030078027 ISBN-13(EAN): 9783030078027 Издательство: Springer Рейтинг: Цена: 6567.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book covers each step in the asset allocation process, addressing as many of the relevant questions as possible along the way. How can we formulate expectations about long-term returns? How relevant are valuations? What are the challenges to optimizing the portfolio? Can factor investing add value and, if so, how can it be implemented? Which are the key performance drivers for each asset class, and what determines how they are correlated? How can we apply insights about the business cycle to tactical asset allocation?
The book is aimed at finance professionals and others looking for a coherent framework for decision-making in asset allocation, both at the strategic and tactical level. It stresses analysis rather than pre-conceived ideas about investments, and it draws on both empirical research and practical experience to give the reader as strong a background as possible.
Описание: The Asset Allocation Workbook offers a range of practical information and exercises that reinforce the key concepts explored in Portfolio Management in Practice, Volume 2: Asset Allocation. Part of the reputable CFA Institute Investment Series, the workbook is designed to further students' and professionals' hands-on experience with a variety of learning outcomes, summary overview sections, and challenging problems and solutions. The workbook provides the necessary tools and latest information to help learners advance their skills in this critical facet of portfolio management.
Aligning chapter-by-chapter with the main text so readers can easily pair exercises with the appropriate content, this workbook covers: Setting capital market expectations to support the asset allocation processPrinciples and processes in the asset allocation process, including handling ESG-integration and client-specific constraintsAllocation beyond the traditional asset classes to include allocation to alternative investmentsThe role of exchange-traded funds can play in implementing investment strategies The Asset Allocation Workbook has been compiled by experienced CFA members to give learners world-class examples based on scenarios faced by finance professionals every day. For practice on additional aspects of portfolio management, explore Volume 1: Investment Management, Volume 3: Equity Portfolio Management, and their accompanying workbooks to complete the Portfolio Management in Practice series.
Описание: Discover the latest essential resource on asset allocation for students and investment professionals. Part of the CFA Institute's three-volume Portfolio Management in Practice series, Asset Allocation offers a deep, comprehensive treatment of the asset allocation process and the underlying theories and markets that support it. As the second volume in the series, Asset Allocation meets the needs of both graduate-level students focused on finance and industry professionals looking to become more dynamic investors.
Filled with the insights and industry knowledge of the CFA Institute's subject matter experts, Asset Allocation effectively blends theory and practice while helping the reader expand their skillsets in key areas of interest. This volume provides complete coverage on the following topics: Setting capital market expectations to support the asset allocation processPrinciples and processes in the asset allocation process, including handling ESG-integration and client-specific constraintsAllocation beyond the traditional asset classes to include allocation to alternative investmentsThe role of exchange-traded funds can play in implementing investment strategiesAn integrative case study in portfolio management involving a university endowment To further enhance your understanding of tools and techniques explored in Asset Allocation, don't forget to pick up the Portfolio Management in Practice, Volume 2: Asset Allocation Workbook. The workbook is the perfect companion resource containing learning outcomes, summary overview sections, and challenging practice questions that align chapter-by-chapter with the main text.
Описание: BlackRock`s Russ Koesterich provides a practical, step-by-step approach to building a portfolio consistent with the investor`s investment goals.
Автор: Shahidi Alex Название: Balanced Asset Allocation ISBN: 1118711947 ISBN-13(EAN): 9781118711941 Издательство: Wiley Рейтинг: Цена: 8237.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Автор: Maria Debora Braga Название: Risk-Based Approaches to Asset Allocation ISBN: 3319243802 ISBN-13(EAN): 9783319243801 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book provides an analysis of the different solutions that fit this description: the equal-weighting approach, the global minimum-variance approach, the most diversified portfolio approach and the risk parity approach.
Автор: Butler Adam Название: Adaptive Asset Allocation ISBN: 1119220351 ISBN-13(EAN): 9781119220350 Издательство: Wiley Рейтинг: Цена: 4435.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Описание: This edited volume contains essential readings for financial analysts and market practitioners working at Central Banks and Sovereign Wealth Funds. It presents the reader with state-of-the-art methods that are directly implementable, and industry `best-practices` as followed by leading institutions in their field.
Автор: Adam Zaremba; Jacob Shemer Название: Country Asset Allocation ISBN: 1137591900 ISBN-13(EAN): 9781137591906 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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.
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