Asset Allocation
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portes grátis
Asset Allocation
From Theory to Practice and Beyond
Kinlaw, William; Turkington, David; Markowitz, Harry M.; Kritzman, Mark P.
John Wiley & Sons Inc
09/2021
368
Dura
Inglês
9781119817710
15 a 20 dias
712
Descrição não disponível.
Foreword to the First Edition
Preface
Key Takeaways
Chapter 1: What is an asset class
Chapter 2: Fundamentals of asset allocation
Chapter 3: The importance of asset allocation
Chapter 4: Time diversification
Chapter 5: Divergence
Chapter 6: Correlation asymmetry
Chapter 7: Error maximization
Chapter 8: Factors
Chapter 9: 1/N
Chapter 10: Policy portfolios
Chapter 11: The private equity leverage myth
Chapter 12: Necessary conditions for mean-variance analysis
Chapter 13: Forecasting
Chapter 14: The stock-bond correlation
Chapter 15: Constraints
Chapter 16: Asset allocation versus factor investing
Chapter 17: Illiquidity
Chapter 18: Currency risk
Chapter 19: Estimation error
Chapter 20: Leverage versus concentration
Chapter 21: Rebalancing
Chapter 22: Regime shifts
Chapter 23: Scenario analysis
Chapter 24: Stress testing
Chapter 25: Statistical and theoretical concepts
Glossary
Index
Preface
Key Takeaways
Chapter 1: What is an asset class
Chapter 2: Fundamentals of asset allocation
Chapter 3: The importance of asset allocation
Chapter 4: Time diversification
Chapter 5: Divergence
Chapter 6: Correlation asymmetry
Chapter 7: Error maximization
Chapter 8: Factors
Chapter 9: 1/N
Chapter 10: Policy portfolios
Chapter 11: The private equity leverage myth
Chapter 12: Necessary conditions for mean-variance analysis
Chapter 13: Forecasting
Chapter 14: The stock-bond correlation
Chapter 15: Constraints
Chapter 16: Asset allocation versus factor investing
Chapter 17: Illiquidity
Chapter 18: Currency risk
Chapter 19: Estimation error
Chapter 20: Leverage versus concentration
Chapter 21: Rebalancing
Chapter 22: Regime shifts
Chapter 23: Scenario analysis
Chapter 24: Stress testing
Chapter 25: Statistical and theoretical concepts
Glossary
Index
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<p>Harry Markowitz; portfolio management; investing; investments; asset allocation guide; asset allocation manual; asset allocation resource; asset allocation textbook; asset allocation handbook; portfolio allocation; asset classes; diversification </p>
Foreword to the First Edition
Preface
Key Takeaways
Chapter 1: What is an asset class
Chapter 2: Fundamentals of asset allocation
Chapter 3: The importance of asset allocation
Chapter 4: Time diversification
Chapter 5: Divergence
Chapter 6: Correlation asymmetry
Chapter 7: Error maximization
Chapter 8: Factors
Chapter 9: 1/N
Chapter 10: Policy portfolios
Chapter 11: The private equity leverage myth
Chapter 12: Necessary conditions for mean-variance analysis
Chapter 13: Forecasting
Chapter 14: The stock-bond correlation
Chapter 15: Constraints
Chapter 16: Asset allocation versus factor investing
Chapter 17: Illiquidity
Chapter 18: Currency risk
Chapter 19: Estimation error
Chapter 20: Leverage versus concentration
Chapter 21: Rebalancing
Chapter 22: Regime shifts
Chapter 23: Scenario analysis
Chapter 24: Stress testing
Chapter 25: Statistical and theoretical concepts
Glossary
Index
Preface
Key Takeaways
Chapter 1: What is an asset class
Chapter 2: Fundamentals of asset allocation
Chapter 3: The importance of asset allocation
Chapter 4: Time diversification
Chapter 5: Divergence
Chapter 6: Correlation asymmetry
Chapter 7: Error maximization
Chapter 8: Factors
Chapter 9: 1/N
Chapter 10: Policy portfolios
Chapter 11: The private equity leverage myth
Chapter 12: Necessary conditions for mean-variance analysis
Chapter 13: Forecasting
Chapter 14: The stock-bond correlation
Chapter 15: Constraints
Chapter 16: Asset allocation versus factor investing
Chapter 17: Illiquidity
Chapter 18: Currency risk
Chapter 19: Estimation error
Chapter 20: Leverage versus concentration
Chapter 21: Rebalancing
Chapter 22: Regime shifts
Chapter 23: Scenario analysis
Chapter 24: Stress testing
Chapter 25: Statistical and theoretical concepts
Glossary
Index
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
