LEADER 02812nam  22006974a 450 
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005 20230828200801.0
010   $a9786610519101
010   $a9781119209164
010   $a1119209161
010   $a9781280519109
010   $a128051910X
010   $a9780470033890
010   $a0470033894
035   $a(CKB)1000000000357107
035   $a(EBL)267123
035   $a(OCoLC)144513164
035   $a(SSID)ssj0000206315
035   $a(PQKBManifestationID)12012342
035   $a(PQKBTitleCode)TC0000206315
035   $a(PQKBWorkID)10227082
035   $a(PQKB)11683783
035   $a(MiAaPQ)EBC267123
035   $a(Perlego)2772293
035   $a(EXLCZ)991000000000357107
100   $a20060406d2006      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aMulti asset class investment strategy /$fGuy Fraser-Sampson
210   $aChichester, West Sussex, England ;$a[Hoboken, NJ] $cJ. Wiley & Sons$dc2006
215   $a1 online resource (322 p.)
225 1 $aThe Wiley Finance Series
300   $aDescription based upon print version of record.
311 08$a9780470027998 
311 08$a0470027991 
320   $aIncludes bibliographical references and index.
327   $aInvestment 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.
330   $aThe book explains that instead of asset allocation being set in an isolated and arbitrary fashion, it is in fact the way in which specific hurdle investment returns can be targeted, and that this approach is already in use in the US (and has been for many years). It involves extended and detailed financial analysis of various asset class returns and proposes a five-asset class approach for future use. Opening with a study of the historic asset allocation practice of UK pension funds, the book shows how the current approach has led to the present funding crisis. It goes on to compare and cont
410  4$aThe Wiley Finance Series
606   $aPortfolio management
606   $aInvestment analysis
606   $aInstitutional investments
606   $aRisk
606   $aInvestments
615  0$aPortfolio management.
615  0$aInvestment analysis.
615  0$aInstitutional investments.
615  0$aRisk.
615  0$aInvestments.
676   $a332.6
700   $aFraser-Sampson$b Guy$0883617
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9911019085903321
996   $aMulti asset class investment strategy$94421373
997   $aUNINA