Multi-asset investing: a practitioner's framework

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"It is best described as that part of academic wisdom that the authors have found useful in actually managing assets, coupled with heuristics that they have developed over the last decade"--

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Title Statements

Full title :Multi-asset investing : a practitioner's framework / Pranay Gupta, Sven R. Skallsjo, Bing Li.

Summary

"It is best described as that part of academic wisdom that the authors have found useful in actually managing assets, coupled with heuristics that they have developed over the last decade"--

Edition Statements

Publication Date:2016.

Publication Statements

Publisher(s):John Wiley & Sons, Ltd
Place of Publication:Chichester, West Sussex, United Kingdom
Language:eng
Publication Date:2016.

The Physical Object

Description:1 online resource

Edition Identifiers

ISBN:9781119241577, 111924157X, 9781119241614, 1119241618, 9781119241591, 1119241596
oclc:ocn945198249
LC Classification:HG4529.5
Dewey Decimal:332.6

Series; Title page; Copyright; Dedication; Preface; About the Authors; Chapter 1 An Introduction to the Multi-Asset Investment Problem; 1.1 WHAT IS MULTI-ASSET INVESTING?; 1.2 THE CONVENTIONAL STRUCTURE; 1.3 TRANSITIONING FROM ACTIVE MANAGEMENT TO EXPOSURE ALLOCATION; 1.4 CREATING AN IMPROVED ALLOCATION STRUCTURE; 1.5 CONSTRUCTING A MULTI-ASSET PORTFOLIO TO MANAGE TAIL RISKS; 1.6 MULTI-ASSET INVESTING IN EMERGING MARKETS; 1.7 FROM MULTI-ASSET STRATEGIES TO MULTI-ASSET SOLUTIONS; 1.8 STRUCTURING A MULTI-ASSET BUSINESS; Chapter 2 The Traditional Allocation Structure.

2.1 THE TRADITIONAL INVESTMENT PROCESS2.2 THE ASSET ALLOCATION PROCESS; 2.3 THE BELIEF IN DIVERSIFICATION; 2.4 HARNESSING EQUITY RISK PREMIUM AND THE INVESTMENT HORIZON; 2.5 ASSET CLASSES AS MUTUALLY EXCLUSIVE SILOS; 2.6 ORGANIZATION STRUCTURE AND RESOURCE ALLOCATION; 2.7 IMPLICATIONS FOR SKILL REQUIRED IN ASSET ALLOCATION; 2.8 REQUIREMENTS FOR A REVISED ALLOCATION SOLUTION; 2.9 PARALLEL DEBATES CREATED IN THE SEARCH FOR A REVISED ALLOCATION SOLUTION; Chapter 3 Transitioning from Active Management to Exposure Allocation; 3.1 A HISTORIC RATIONALIZATION OF ALPHA AND BETA.

3.2 PROGRESSION OF ACTIVE MANAGEMENT3.3 GENERALI…