Asset Allocation: From Theory to Practice and Beyond - Couverture rigide

Kinlaw, William; Kritzman, Mark P.; Turkington, David

 
9781119817710: Asset Allocation: From Theory to Practice and Beyond
Couverture rigide
ISBN 10 : 1119817714 ISBN 13 : 9781119817710
Editeur : John Wiley & Sons Inc, 2021

Synopsis

Discover a masterful exploration of the fallacies and challenges of asset allocation

In Asset Allocation: From Theory to Practice and Beyond--the newly and substantially revised Second Edition of A Practitioner's Guide to Asset Allocation--accomplished finance professionals William Kinlaw, Mark P. Kritzman, and David Turkington deliver a robust and insightful exploration of the core tenets of asset allocation.

Drawing on their experience working with hundreds of the world's largest and most sophisticated investors, the authors review foundational concepts, debunk fallacies, and address cutting-edge themes like factor investing and scenario analysis. The new edition also includes references to related topics at the end of each chapter and a summary of key takeaways to help readers rapidly locate material of interest.

The book also incorporates discussions of:

  • The characteristics that define an asset class, including stability, investability, and similarity
  • The fundamentals of asset allocation, including definitions of expected return, portfolio risk, and diversification
  • Advanced topics like factor investing, asymmetric diversification, fat tails, long-term investing, and enhanced scenario analysis as well as tools to address challenges such as liquidity, rebalancing, constraints, and within-horizon risk.

Perfect for client-facing practitioners as well as scholars who seek to understand practical techniques, Asset Allocation: From Theory to Practice and Beyond is a must-read resource from an author team of distinguished finance experts and a forward by Nobel prize winner Harry Markowitz.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

WILLIAM KINLAW, CFA, is a Senior Managing Director and Global Head of State Street's academic affiliate, State Street Associates, a unique partnership that bridges the worlds of financial theory and practice.

MARK KRITZMAN, CFA, is a Founding Partner and Chief Executive Officer of Windham Capital Management, LLC and the Chairman of Windham's investment committee. He is responsible for managing research activities and investment advisory services. He is also a Founding Partner of State Street Associates and teaches a graduate course at the Massachusetts Institute of Technology.

DAVID TURKINGTON, CFA, is a Senior Managing Director and Head of Portfolio and Risk Research at State Street Associates.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Inc
Date d'édition
2021
Langue
anglais
ISBN 10 
1119817714
ISBN 13 
9781119817710
Reliure
Relié
Nombre de pages
368
Coordonnées du fabricant
non disponible
Personne responsable
non disponible