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Schneeweis, Thomas

The New Science of Asset Allocation: Risk Management in a Multi-Asset World

Schneeweis, Thomas - The New Science of Asset Allocation: Risk Management in a Multi-Asset World, ebook

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ISBN: 9780470608418
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A feasible asset allocation framework for the post 2008 financial world

Asset allocation has long been a cornerstone of prudent investment management; however, traditional allocation plans failed investors miserably in 2008. Asset allocation still remains an essential part of the investment arena, and through a new approach, you'll discover how to make it work.

In The New Science of Asset Allocation, authors Thomas Schneeweis, Garry Crowder, and Hossein Kazemi first explore the myths that plague this field then quickly move on to examine how the practice of asset allocation has failed in recent years. They then propose new allocation models that employ liquidity, transparency, and real risk controls across multiple asset classes.

  • Outlines a new approach to asset allocation in a post-2008 world, where risk seems hidden
  • The "great manager" problem is examined with solutions on how to capture manager alpha while limiting downside risk
  • A complete case study is presented that allocates for beta and alpha

Written by an experienced team of industry leaders and academic experts, The New Science of Asset Allocation explains how you can effectively apply this approach to a financial world that continues to change.

Keywords: asset allocation, asset allocation strategies, new asset allocation strategies, innovative asset allocation strategies, asset allocation framework, updated asset allocation strategies, effective asset allocation strategies, asset allocation myths, reinventing asset allocation, investment management, balance a portfolio, manage a portfolio, asset allocation issues, buy and hold, star managers, Garry Crowder, Thomas Scheeweis, Tom Schneeweis, Hossein Kazemi

Author(s)
 
 
Publisher
John Wiley and Sons, Inc.
Publication year
2010
Language
en
Edition
1
Series
Wiley Finance
Page amount
368 pages
Category
Economy
Format
Ebook
eISBN (ePUB)
9780470608418
Printed ISBN
9780470537404

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