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Record Nr. |
UNINA9910466129003321 |
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Autore |
Butler Adam <1975-> |
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Titolo |
Adaptive asset allocation : dynamic global portfolios to profit in good times - and bad / / Adam Butler, Rodrigo Gordillo, Michael Philbrick |
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Pubbl/distr/stampa |
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Hoboken, New Jersey : , : Wiley, , 2016 |
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©2016 |
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ISBN |
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1-119-22039-4 |
1-119-22037-8 |
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Descrizione fisica |
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1 online resource (227 p.) |
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Disciplina |
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Soggetti |
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Portfolio management |
Investments |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Title Page; Copyright; Table of Contents; Dedication; Acknowledgments; Part I: The Philosophy of Successful Investing; Chapter 1: The Most Important Concepts in Wealth Management; Chapter 2: The Narrative Is Reality; Chapter 3: Tightly Grouped Arrows Nowhere Near the Bull's-eye; Chapter 4: What Is Gestalt?; Chapter 5: Measuring the Relative Value of Portfolios; Chapter 6: The Whole Is Greater than the Sum of Its Parts; Chapter 7: Our Process Is a Financial Gestalt; Part II: Saving and Withdrawing from Portfolios; Chapter 8: Beware of Those Pesky "Volatility Gremlins" |
Chapter 9: It's Not Just the Destination, It's Also the JourneyChapter 10: In a Perfect World; Chapter 11: Home on the Range; Chapter 12: Timing Is Everything; Chapter 13: Longevity Risk; Chapter 14: Plan for the Worst, Hope for the Best; Chapter 15: Sequence of Returns for Savers; Chapter 16: Individual Rate of Return for Savers; Chapter 17: Sequence of Returns for Retirees; Chapter 18: Do You Feel Lucky?; Part III: Current High Valuations Mean Lower Future Returns; Chapter 19: A Simple Model to Forecast Equity Market Returns; Chapter 20: Implied Future Returns over the Next 20 Years |
Chapter 21: How Do We Do It?Chapter 22: Forecasts 80 Percent More |
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Accurate than Always Assuming Long-Term Averages; Chapter 23: Roller Coasters Are for Amusement Parks; Chapter 24: The Last Five Years Have Been a Triumph for the Ostriches; Part IV: An Investment Framework for Stability, Growth, and Maximum Income; Chapter 25: A Word about Asset Allocation; Chapter 26: The Optimization Machine; Chapter 27: Garbage In, Garbage Out; Volatility; Correlations; Returns; The Flaw of Averages; Chapter 28: All We Know Is That We Know Nothing; Chapter 29: If We Know How Assets Should Behave |
The Permanent Portfolio: Structural Diversification's Poster BoyJapan as a Deflationary Case Study; Chapter 30: A Structurally Diverse Investment Universe; Chapter 31: If We Can Estimate Volatility; Chapter 32: If We Can Estimate Volatility and Correlation; Chapter 33: If We Can Estimate Volatility, Correlations, and Returns; Chapter 34: Summary of the Optimization Machine; Chapter 35: Building to Adaptive Asset Allocation; Chapter 36: Integration of Adaptive Asset Allocation; The Next Generation of Portfolio Management; Part V: Why You Should Trust the Research |
Chapter 37: The Usefulness and Uselessness of BacktestsDegrees of Freedom; Sample Size; Multiple Discovery; Structural Impediments to Asset Class Arbitrage; On the Robustness of Adaptive Asset Allocation; Chapter 38: Tactical Alpha and the Quantitative Case for Active Asset Allocation; Shoulders of Giants; Structure; Part One: Theory; Part Two: Empirical Analysis; Conclusion; Chapter 39: Sensitivity of Safe Withdrawal Rates to Longevity, Market, and Failure Risk Preferences with Implications for Asset Allocation; Safe Withdrawal Rates; Aftcasting; The Four Levers of Retirement |
Pulling on the Levers |
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