Frontiers of Modern Asset Allocation

ISBN 13: 9781118115060

Frontiers of Modern Asset Allocation

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9781118115060: Frontiers of Modern Asset Allocation

Through a series of articles spanning over 15 years of research, Paul D. Kaplan, who developed the methodologies behind the Morningstar Rating™ and the Morningstar Style Box™ tackles the issues investors face when they attempt to put the concepts of asset allocation into practice, among them:

    * How should the asset classes be defined? Should equities be divided into asset classes based on investment style, geography, or other factors?
    * Should asset classes be represented by market-cap-weighted indexes or should other principles, such as fundamental weights, be used?
    * How do actively managed funds fit into  asset-class mixes?

Kaplan also interviews the intellectuals who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan offers his own opinions and analysis. He includes three appendices that put theory into action with technical details for new  asset-allocation frameworks, including the next generation of portfolio construction, which Kaplan dubs "Markowitz 2.0."

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From the Back Cover:

Praise for Frontiers of Modern Asset Allocation

"This is a book where theory meets practice and results in innovation. Some of Paul's research challenges commonly used asset-allocation methodologies and offers investors interesting alternatives. A most interesting read."
Bruno Solnik, Professor of finance, Hong Kong University of Science and Technology and HEC Paris

"The foundations of MPT, though solid, are desperately in need of updating to reflect modern market dynamics. Paul does exactly that while taking time to shatter myths along the way. Read this book and you will have in your possession modern tools masterfully applied to asset allocation relevant to today's investors."
Rodney N. Sullivan, CFA, Editor, Financial Analysts Journal, CFA Institute

"This book by Paul Kaplan is a most unusual, and worthwhile, mix of practitioner wisdom and academic rigour, topped with some excellent interviews and debates; highly recommended."
Dr. Steve Satchell, Fellow, Trinity College, University of Cambridge

"Paul Kaplan's state-of-the-art research on asset allocation has been instrumental in resolving many of the issues that face practitioners. In Frontiers of Modern Asset Allocation, Paul brings much of his work together to walk the reader through the evolution of asset allocation toward a better understanding of its state in today's markets."
Brian Singer, CFA, Head of Global Macro Strategies, William Blair & Company, LLC

"The breadth and depth of the articles in this book suggest that Paul Kaplan has been thinking about markets for about as long as markets have existed."
From the Foreword by Laurence B. Siegel

In 1952, the economist Harry Markowitz introduced a now-commonplace concept: investors can construct an "efficient portfolio" by investing in diverse securities combined to maximize expected returns while minimizing expected volatility. Markowitz revolutionized investing. Ever since, the idea of asset allocation has been the bedrock of constructing portfolios. The pursuit of finding a portfolio's sweet spot—the optimal area where various asset classes work in conjunction to provide the most returns for the least risk—has given rise to an incredible body of research and range of products.

From the Inside Flap:

Paul D. Kaplan has been right in the middle of these developments. First as a researcher for Ibbotson Associates and now for Morningstar, Dr. Kaplan has published dozens of articles and research papers over the past fifteen years that dig deeply into analyzing the moving parts of portfolio creation. In addition to pushing the asset-allocation debate forward with his research, Dr. Kaplan has helped develop products and tools for institutions, financial advisors, and individual investors that have made it practical to put the concepts of asset allocation into everyday use.

In Frontiers of Modern Asset Allocation, Dr. Kaplan brings together twenty-seven of his best articles and interviews. He divides the book into four parts—Equities; Fixed Income, Real Estate, and Alternatives; Crashes and Fat Tails; and Doing Asset Allocation—examining everything from how asset classes should be defined to whether they should be represented by market value–weighted indexes or other principles. The book also includes interviews with industry luminaries who have greatly influenced the evolution of asset allocation, including Markowitz, Roger Ibbotson, and the late Benot Mandelbrot. Frontiers of Modern Asset Allocation is essential reading for institutional investors, wealth managers, financial planners, and academics. It includes three appendices that put theory into action with technical details for new asset-allocation frameworks, including the next generation of portfolio construction tools, which Dr. Kaplan dubs "Markowitz 2.0," in honor of the father of Modern Portfolio Theory.

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Descripción John Wiley Sons Inc, United States, 2011. Hardback. Estado de conservación: New. New.. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. Innovative approaches to putting asset allocation into practice Building on more than 15 years of asset-allocation research, Paul D. Kaplan, who led the development of the methodologies behind the Morningstar Rating(TM) and the Morningstar Style Box(TM), tackles key challenges investor professionals face when putting asset-allocation theory into practice. This book addresses common issues such as: * How should asset classes be defined? * Should equities be divided into asset classes based on investment style, geography, or other factors? * Should asset classes be represented by market-cap-weighted indexes or should other principles, such as fundamental weights, be used? * How do actively managed funds fit into asset-class mixes? Kaplan also interviews industry luminaries who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan explains allocation theory, creates new strategies, and corrects common misconceptions, offering original insights and analysis. He includes three appendices that put theory into action with technical details for new asset-allocation frameworks, including the next generation of portfolio construction tools, which Kaplan dubs Markowitz 2.0. Nº de ref. de la librería BZV9781118115060

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Descripción John Wiley Sons Inc, United States, 2011. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book. Innovative approaches to putting asset allocation into practice Building on more than 15 years of asset-allocation research, Paul D. Kaplan, who led the development of the methodologies behind the Morningstar Rating(TM) and the Morningstar Style Box(TM), tackles key challenges investor professionals face when putting asset-allocation theory into practice. This book addresses common issues such as: * How should asset classes be defined? * Should equities be divided into asset classes based on investment style, geography, or other factors? * Should asset classes be represented by market-cap-weighted indexes or should other principles, such as fundamental weights, be used? * How do actively managed funds fit into asset-class mixes? Kaplan also interviews industry luminaries who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan explains allocation theory, creates new strategies, and corrects common misconceptions, offering original insights and analysis. He includes three appendices that put theory into action with technical details for new asset-allocation frameworks, including the next generation of portfolio construction tools, which Kaplan dubs Markowitz 2.0. Nº de ref. de la librería BZV9781118115060

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Descripción John Wiley Sons Inc, United States, 2011. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book. Innovative approaches to putting asset allocation into practice Building on more than 15 years of asset-allocation research, Paul D. Kaplan, who led the development of the methodologies behind the Morningstar Rating(TM) and the Morningstar Style Box(TM), tackles key challenges investor professionals face when putting asset-allocation theory into practice. This book addresses common issues such as: * How should asset classes be defined? * Should equities be divided into asset classes based on investment style, geography, or other factors? * Should asset classes be represented by market-cap-weighted indexes or should other principles, such as fundamental weights, be used? * How do actively managed funds fit into asset-class mixes? Kaplan also interviews industry luminaries who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan explains allocation theory, creates new strategies, and corrects common misconceptions, offering original insights and analysis. He includes three appendices that put theory into action with technical details for new asset-allocation frameworks, including the next generation of portfolio construction tools, which Kaplan dubs Markowitz 2.0. Nº de ref. de la librería AAH9781118115060

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Descripción John Wiley & Sons Inc, 2011. Hardcover. Estado de conservación: Brand New. 1st edition. 416 pages. 9.29x6.46x1.54 inches. In Stock. Nº de ref. de la librería __1118115066

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