Strategic and Tactical Asset Allocation, Henrik Lumholdt
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.
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.
Автор: Lumholdt Название: Strategic and Tactical Asset Allocation ISBN: 3319895532 ISBN-13(EAN): 9783319895536 Издательство: Springer Рейтинг: Цена: 8384.00 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. 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.
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.
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.
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.
Автор: Christian Hertrich Название: Asset Allocation Considerations for Pension Insurance Funds ISBN: 3658021667 ISBN-13(EAN): 9783658021665 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Insight into the German Pension Insurance Fund.- SRIs and Alternative Investments: Expanding the Efficient Frontier.- Theoretical Foundation.- Empirical Analysis.
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: 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
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