Login

Kaplan, Paul D.

Frontiers of Modern Asset Allocation

Kaplan, Paul D. - Frontiers of Modern Asset Allocation, ebook

94,30€

Ebook, ePUB with Adobe DRM
ISBN: 9781118172995
DRM Restrictions

Printing125 pages with an additional page accrued every 6 hours, capped at 125 pages
Copy to clipboard5 excerpts

Innovative approaches to putting asset allocation into practice

Building on more than 15 years of asset-allocation research, Paul D. Kaplan, who led the development of the methodologies behind the Morningstar Rating(TM) and the Morningstar Style Box(TM), tackles key challenges investor professionals face when putting asset-allocation theory into practice. This book addresses common issues such as:

• How should asset classes be defined?

• Should equities be divided into asset classes based on investment style, geography, or other factors?

• Should asset classes be represented by market-cap-weighted indexes or should other principles, such as fundamental weights, be used?

• How do actively managed funds fit into asset-class mixes?

Kaplan also interviews industry luminaries who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan explains allocation theory, creates new strategies, and corrects common misconceptions, offering original insights and analysis. He includes three appendices that put theory into action with technical details for new asset-allocation frameworks, including the next generation of portfolio construction tools, which Kaplan dubs "Markowitz 2.0."

Keywords: Institutional & Corporate Finance, 00169363John Wiley & Sons6243014.0Normal0falsefalsefalseEN-USZH-CNTH /* Style Definitions */table.MsoNormalTable {mso-style-name:"Table Normal", mso-tstyle-rowband-size:0, mso-tstyle-colband-size:0, mso-style-noshow:yes, mso-style-priority:99, mso-style-parent:"", mso-padding-alt:0in 5.4pt 0in 5.4pt, mso-para-margin:0in, mso-para-margin-bottom:.0001pt, mso-pagination:widow-orphan, font-size:11.0pt, font-family:Cambria, }Paul Kaplan, Frontiers of Modern Asset Allocation,  , asset allocation, investment models,  , equity style analysis, portfolio building, asset management, Markowitz, asset classes, investment management, investing strategies, strategies for investment allocation, allocating investments among asset classes, how to allocate assets, Harry Markowitz, Rober Ibbotson, portfolio theory, portfolio strategy, Morningstar, Benoit Mandelbrot

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2012
Language
en
Edition
1
Series
Wiley Finance
Page amount
416 pages
Category
Economy
Format
Ebook
eISBN (ePUB)
9781118172995
Printed ISBN
9781118115060

Similar titles