02852nam 2200553Ia 450 991046265790332120200520144314.00-85719-280-9(CKB)2670000000418438(EBL)3299596(SSID)ssj0001102938(PQKBManifestationID)11698020(PQKBTitleCode)TC0001102938(PQKBWorkID)11084468(PQKB)10231425(MiAaPQ)EBC3299596(Au-PeEL)EBL3299596(CaPaEBR)ebr10750988(OCoLC)902988891(EXLCZ)99267000000041843820130904d2013 cy 0engurunu|||||txtccrMulti-asset investing[electronic resource] a practical guide to modern portfolio management /Yoram LustigHampshire Harriman House Ltd.20131 online resource (496 p.)Description based upon print version of record.0-85719-251-5 Includes bibliographical references and index.""Copyright""; ""Contents""; ""About the Author""; ""Acknowledgements""; ""Preface""; ""Introduction""; ""PART 1 ESTABLISHING OBJECTIVES""; ""INTRODUCTION""; ""1. RETURN OBJECTIVES""; ""2. BENCHMARKS""; ""3. RISK OBJECTIVES""; ""4. RATIONAL OR IRRATIONAL MARKETS""; ""5. THE RELATIONSHIP BETWEEN REWARD AND RISK""; ""6. INVESTMENT CONSTRAINTS""; ""PART 2 SETTING AN INVESTMENT STRATEGY""; ""INTRODUCTION""; ""7. STRATEGIC ASSET ALLOCATION""; ""8. HISTORICAL PERFORMANCE OF ASSET CLASSES""; ""9. COMBINING ASSET CLASSES""; ""10. DIVERSIFICATION""; ""11. CAPITAL MARKET ASSUMPTIONS""""12. OPTIMISATION""""PART 3 IMPLEMENTING A SOLUTION""; ""INTRODUCTION""; ""13. TACTICAL ASSET ALLOCATION""; ""14. FORECASTING""; ""15. ECONOMIC CYCLE""; ""16. INVESTMENT SELECTION""; ""17. INVESTMENT SELECTION PROCESS""; ""18. ACTIVE VERSUS PASSIVE INVESTMENTS""; ""19. INVESTMENT VEHICLES""; ""20. SINGLE-MANAGER VERSUS MULTI-MANAGER""; ""21. SINGLE ASSET CLASSES""; ""22. INVESTMENT MANAGEMENT PROCESS""; ""23. PORTFOLIO CONSTRUCTION""; ""24. IMPLEMENTATION""; ""25. DERIVATIVES""; ""26. CURRENCY""; ""27. RISK BUDGETING""; ""28. RISK MANAGEMENT""; ""29. INVESTMENT STRATEGIES""""PART 4 REVIEWING""""30. PORTFOLIO REVIEW""; ""31. PERFORMANCE ATTRIBUTION""; ""Conclusions""; ""Bibliography""; ""ENDNOTES""; ""INDEX""Portfolio managementRiskElectronic books.Portfolio management.Risk.332.6Lustig Yoram889370MiAaPQMiAaPQMiAaPQBOOK9910462657903321Multi-asset investing1986857UNINA