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The new science of asset allocation [[electronic resource] ] : risk management in a multi-asset world / / Thomas Schneeweis, Garry B. Crowder, Hossein Kazemi
| The new science of asset allocation [[electronic resource] ] : risk management in a multi-asset world / / Thomas Schneeweis, Garry B. Crowder, Hossein Kazemi |
| Autore | Schneeweis Thomas |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, 2010 |
| Descrizione fisica | 1 online resource (317 p.) |
| Disciplina | 332.6 |
| Altri autori (Persone) |
CrowderGarry B. <1954->
KazemiHossein <1954-> |
| Collana | Wiley Finance |
| Soggetto topico |
Asset allocation
Risk management |
| ISBN |
1-282-55020-9
9786612550201 1-118-26822-9 0-470-60839-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The New Science of Asset Allocation: Risk Management in a Multi-Asset World; Contents; Preface; Acknowledgments; Chapter 1: A Brief History of Asset Allocation; Chapter 2: Measuring Risk; Chapter 3: Alpha and Beta, and the Search for a True Measure of Manager Value; Chapter 4: Asset Classes: What They Are and Where to Put Them; Chapter 5: Strategic, Tactical, and Dynamic Asset Allocation; Chapter 6: Core and Satellite Investment: Market/Manager Based Alternatives; Chapter 7: Sources of Risk and Return in Alternative Investments
Chapter 8: Return and Risk Differences among Similar Asset Class BenchmarksChapter 9: Risk Budgeting and Asset Allocation; Chapter 10: Myths of Asset Allocation; Chapter 11: The Importance of Discretion in Asset Allocation Decisions; Chapter 12: Asset Allocation: Where Is It Headed?; Appendix: Risk and Return of Asset Classes and Risk Factors Through Business Cycles; Glossary: Asset Class Benchmarks; Bibliography; About the Authors; Index |
| Record Nr. | UNINA-9910140620403321 |
Schneeweis Thomas
|
||
| Hoboken, NJ, : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The new science of asset allocation : risk management in a multi-asset world / / Thomas Schneeweis, Garry B. Crowder, Hossein Kazemi
| The new science of asset allocation : risk management in a multi-asset world / / Thomas Schneeweis, Garry B. Crowder, Hossein Kazemi |
| Autore | Schneeweis Thomas |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, 2010 |
| Descrizione fisica | 1 online resource (317 p.) |
| Disciplina | 332.6 |
| Altri autori (Persone) |
CrowderGarry B. <1954->
KazemiHossein <1954-> |
| Collana | Wiley Finance |
| Soggetto topico |
Asset allocation
Risk management |
| ISBN |
1-282-55020-9
9786612550201 1-118-26822-9 0-470-60839-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The New Science of Asset Allocation: Risk Management in a Multi-Asset World; Contents; Preface; Acknowledgments; Chapter 1: A Brief History of Asset Allocation; Chapter 2: Measuring Risk; Chapter 3: Alpha and Beta, and the Search for a True Measure of Manager Value; Chapter 4: Asset Classes: What They Are and Where to Put Them; Chapter 5: Strategic, Tactical, and Dynamic Asset Allocation; Chapter 6: Core and Satellite Investment: Market/Manager Based Alternatives; Chapter 7: Sources of Risk and Return in Alternative Investments
Chapter 8: Return and Risk Differences among Similar Asset Class BenchmarksChapter 9: Risk Budgeting and Asset Allocation; Chapter 10: Myths of Asset Allocation; Chapter 11: The Importance of Discretion in Asset Allocation Decisions; Chapter 12: Asset Allocation: Where Is It Headed?; Appendix: Risk and Return of Asset Classes and Risk Factors Through Business Cycles; Glossary: Asset Class Benchmarks; Bibliography; About the Authors; Index |
| Record Nr. | UNINA-9910815179403321 |
|
Schneeweis Thomas
|
||
| Hoboken, NJ, : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Postmodern investment [[electronic resource] ] : facts and fallacies of growing wealth in a multi-asset world / / Garry B. Crowder, Thomas Schneeweis, Hossein Kazemi
| Postmodern investment [[electronic resource] ] : facts and fallacies of growing wealth in a multi-asset world / / Garry B. Crowder, Thomas Schneeweis, Hossein Kazemi |
| Autore | Crowder Garry B. <1954-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2013 |
| Descrizione fisica | 1 online resource (338 p.) |
| Disciplina | 332.6 |
| Altri autori (Persone) |
KazemiHossein <1954->
SchneeweisThomas |
| Collana | Wiley Finance |
| Soggetto topico |
Investments
Portfolio management |
| ISBN |
1-119-20512-3
1-118-48384-7 1-283-86942-X 1-118-48383-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Post Modern Investment; Contents; Preface; The Core Concepts in Managing Wealth; Postmodern Investment; How the Chapters Are Structured; As You Begin; Acknowledgments; Chapter 1 Investment Ideas: Evolution or Revolution?; In the Beginning; Modern Portfolio Theory and the Efficient Market Hypothesis; Capital Asset Pricing Model; The Beginning of Information Transparency; New Markets, New Products, and the Evolution of Modern Investment; New Opportunities Create New Risks; The Market Is Not Efficient for Everyone; A Personal View of Modern Investment; What Every Investor Should Know
Myths and Misconceptions of Modern Investment Myth 1.1: Beta Is Dead; Myth 1.2: Mean-Variance Optimization Models Correctly Balance Risk and Return; Myth 1.3: Yield to Maturity Is Dead; Myth 1.4: Investment Managers Matter; Myth 1.5: Structured Products Are Dead; Myth 1.6: Behavioral Finance Is the New Normal; Myth 1.7: Derivative Markets Promote Increased Market Volatility; Myth 1.8: Global Equity Markets and Bond Markets Act Differently Than U.S. Markets; Myth 1.9: An Asset's Price Never Changes; Chapter 2 Equity and Fixed Income: The Traditional Pair; A Brief Review Equity and Fixed-Income Styles and Benchmarks Basic Sources of Risk and Return; Performance: Fact and Fiction; Return and Risk Characteristics; The Myth of Average: Equity and Fixed-Income Return in Extreme Markets; Annual Performance; Performance in 2008; Special Issues: Making Sense Out of Traditional Stock and Bond Indices; A Personal View of Equity and Fixed-Income Analysis; Distributional Characteristics; Untitled; What Every Investor Should Know; Myths and Misconceptions of Equity and Fixed Income; Myth 2.1: Dividends Are Certain While Capital Gains Are Uncertain Myth 2.2: Investor Attitudes, Not Economic Information, Drive Stock and Bond Values Myth 2.3: Despite the Volatility of Stocks and Bonds in the Short Run, Time Diversification Reduces Their Volatilities in the Long Run; Myth 2.4: Diversification across Equity Issues or Countries Is Sufficient to Reduce Risk; Myth 2.5: Historical Returns from Security Indices Provide the Most Important Information as to Expected Future Performance; Myth 2.6: Recent Manager Fund Performance Forecasts Future Return; Myth 2.7: Given the Efficiency of the Stock and Bond Markets, Managers Provide No Useful Service Myth 2.8: Superior Managers or Investment Ideas Do Not Exist Myth 2.9: Stock and Bond Investment Means Investors Have No Derivatives Exposure; Myth 2.10: Mutual Fund Investment Removes Investor Concerns as to Leverage; Chapter 3 Hedge Funds: An Absolute Return Answer?; What Are Hedge Funds?; Investing in Hedge Funds; Hedge Fund Styles and Benchmarks; Relative Value; Relative Value; Opportunistic; Basic Sources of Return and Risk; Performance: Fact and Fiction; Return and Risk Characteristics; The Myth of Average: Hedge Fund Index Return in Extreme Markets; Hedge Fund Annual Performance Performance in 2008 |
| Record Nr. | UNINA-9910141352703321 |
|
Crowder Garry B. <1954->
|
||
| Hoboken, N.J., : John Wiley & Sons, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Postmodern investment : facts and fallacies of growing wealth in a multi-asset world / / Garry B. Crowder, Thomas Schneeweis, Hossein Kazemi
| Postmodern investment : facts and fallacies of growing wealth in a multi-asset world / / Garry B. Crowder, Thomas Schneeweis, Hossein Kazemi |
| Autore | Crowder Garry B. <1954-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2013 |
| Descrizione fisica | 1 online resource (338 p.) |
| Disciplina | 332.6 |
| Altri autori (Persone) |
KazemiHossein <1954->
SchneeweisThomas |
| Collana | Wiley Finance |
| Soggetto topico |
Investments
Portfolio management |
| ISBN |
1-119-20512-3
1-118-48384-7 1-283-86942-X 1-118-48383-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Post Modern Investment; Contents; Preface; The Core Concepts in Managing Wealth; Postmodern Investment; How the Chapters Are Structured; As You Begin; Acknowledgments; Chapter 1 Investment Ideas: Evolution or Revolution?; In the Beginning; Modern Portfolio Theory and the Efficient Market Hypothesis; Capital Asset Pricing Model; The Beginning of Information Transparency; New Markets, New Products, and the Evolution of Modern Investment; New Opportunities Create New Risks; The Market Is Not Efficient for Everyone; A Personal View of Modern Investment; What Every Investor Should Know
Myths and Misconceptions of Modern Investment Myth 1.1: Beta Is Dead; Myth 1.2: Mean-Variance Optimization Models Correctly Balance Risk and Return; Myth 1.3: Yield to Maturity Is Dead; Myth 1.4: Investment Managers Matter; Myth 1.5: Structured Products Are Dead; Myth 1.6: Behavioral Finance Is the New Normal; Myth 1.7: Derivative Markets Promote Increased Market Volatility; Myth 1.8: Global Equity Markets and Bond Markets Act Differently Than U.S. Markets; Myth 1.9: An Asset's Price Never Changes; Chapter 2 Equity and Fixed Income: The Traditional Pair; A Brief Review Equity and Fixed-Income Styles and Benchmarks Basic Sources of Risk and Return; Performance: Fact and Fiction; Return and Risk Characteristics; The Myth of Average: Equity and Fixed-Income Return in Extreme Markets; Annual Performance; Performance in 2008; Special Issues: Making Sense Out of Traditional Stock and Bond Indices; A Personal View of Equity and Fixed-Income Analysis; Distributional Characteristics; Untitled; What Every Investor Should Know; Myths and Misconceptions of Equity and Fixed Income; Myth 2.1: Dividends Are Certain While Capital Gains Are Uncertain Myth 2.2: Investor Attitudes, Not Economic Information, Drive Stock and Bond Values Myth 2.3: Despite the Volatility of Stocks and Bonds in the Short Run, Time Diversification Reduces Their Volatilities in the Long Run; Myth 2.4: Diversification across Equity Issues or Countries Is Sufficient to Reduce Risk; Myth 2.5: Historical Returns from Security Indices Provide the Most Important Information as to Expected Future Performance; Myth 2.6: Recent Manager Fund Performance Forecasts Future Return; Myth 2.7: Given the Efficiency of the Stock and Bond Markets, Managers Provide No Useful Service Myth 2.8: Superior Managers or Investment Ideas Do Not Exist Myth 2.9: Stock and Bond Investment Means Investors Have No Derivatives Exposure; Myth 2.10: Mutual Fund Investment Removes Investor Concerns as to Leverage; Chapter 3 Hedge Funds: An Absolute Return Answer?; What Are Hedge Funds?; Investing in Hedge Funds; Hedge Fund Styles and Benchmarks; Relative Value; Relative Value; Opportunistic; Basic Sources of Return and Risk; Performance: Fact and Fiction; Return and Risk Characteristics; The Myth of Average: Hedge Fund Index Return in Extreme Markets; Hedge Fund Annual Performance Performance in 2008 |
| Altri titoli varianti | Post modern investment |
| Record Nr. | UNINA-9910808194603321 |
|
Crowder Garry B. <1954->
|
||
| Hoboken, N.J., : John Wiley & Sons, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||