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The new science of asset allocation : risk management in a multi-asset world /

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Bibliographic Details
Main Author: Schneeweis, Thomas
Other Authors: Crowder, Garry B., 1954-, Kazemi, Hossein, 1954-
Format: Book
Language:English
Published: Hoboken, N.J. : John Wiley, [2010]
Series:Wiley finance series.
Subjects:
Asset allocation.
Risk management.
Table of Contents:
  • A brief history of asset allocation
  • Measuring risk
  • Alpha and beta, and the search for a true measure of manager value
  • Asset classes : what they are and where to put them
  • Strategic, tactical, and dynamic asset allocation
  • Core and satellite investment : market/manager based alternatives
  • Sources of risk and return in alternative investments
  • Return and risk differences among similar asset class benchmarks
  • Risk budgeting and asset allocation
  • Myths of asset allocation
  • The importance of discretion in asset allocation decisions
  • Asset allocation : where is it headed?