Multi-asset investing : a practical guide to modern portfolio management / / Yoram Lustig

• Autore: Lustig Yoram
• Pubblicazione: Hampshire, : Harriman House Ltd., 2013
• Edizione: 1st ed.
• Descrizione fisica: 1 online resource (496 p.)
• Disciplina: 332.6
• Soggetto topico: Portfolio management; Risk
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: ""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""
• Titolo autorizzato: Multi-asset investing
• ISBN: 0-85719-280-9
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910826699503321
• Lo trovi qui: Univ. Federico II