02812nam 22006974a 450 991101908590332120230828200801.09786610519101978111920916411192091619781280519109128051910X97804700338900470033894(CKB)1000000000357107(EBL)267123(OCoLC)144513164(SSID)ssj0000206315(PQKBManifestationID)12012342(PQKBTitleCode)TC0000206315(PQKBWorkID)10227082(PQKB)11683783(MiAaPQ)EBC267123(Perlego)2772293(EXLCZ)99100000000035710720060406d2006 uy 0engur|n|---|||||txtccrMulti asset class investment strategy /Guy Fraser-SampsonChichester, West Sussex, England ;[Hoboken, NJ] J. Wiley & Sonsc20061 online resource (322 p.)The Wiley Finance SeriesDescription based upon print version of record.9780470027998 0470027991 Includes bibliographical references and index.Investment strategy -- Multi asset class investing -- Risk -- How to define risk -- How to calculate risk -- Quoted equity -- Hedge funds -- Private equity -- Property -- LDI and portable alpha : rival strategies? -- Liquidity -- Portfolio performance.The book explains that instead of asset allocation being set in an isolated and arbitrary fashion, it is in fact the way in which specific hurdle investment returns can be targeted, and that this approach is already in use in the US (and has been for many years). It involves extended and detailed financial analysis of various asset class returns and proposes a five-asset class approach for future use. Opening with a study of the historic asset allocation practice of UK pension funds, the book shows how the current approach has led to the present funding crisis. It goes on to compare and contThe Wiley Finance SeriesPortfolio managementInvestment analysisInstitutional investmentsRiskInvestmentsPortfolio management.Investment analysis.Institutional investments.Risk.Investments.332.6Fraser-Sampson Guy883617MiAaPQMiAaPQMiAaPQBOOK9911019085903321Multi asset class investment strategy4421373UNINA