"Sinopsis" puede pertenecer a otra edición de este libro.
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.
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 Benoît 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.
"Sobre este título" puede pertenecer a otra edición de este libro.
Gastos de envío:
EUR 3,74
A Estados Unidos de America
Descripción Hardcover. Condición: new. New. Fast Shipping and good customer service. Nº de ref. del artículo: Holz_New_1118115066
Descripción Condición: new. Nº de ref. del artículo: newMercantile_1118115066
Descripción Hardcover. Condición: new. New. Nº de ref. del artículo: Wizard1118115066
Descripción Hardcover. Condición: new. New Copy. Customer Service Guaranteed. Nº de ref. del artículo: think1118115066
Descripción Hardcover. Condición: new. Prompt service guaranteed. Nº de ref. del artículo: Clean1118115066
Descripción Condición: new. Nº de ref. del artículo: FrontCover1118115066
Descripción Condición: New. Nº de ref. del artículo: 12466887-n
Descripción Condición: New. Brand New! Not Overstocks or Low Quality Book Club Editions! Direct From the Publisher! We're not a giant, faceless warehouse organization! We're a small town bookstore that loves books and loves it's customers! Buy from Lakeside Books!. Nº de ref. del artículo: OTF-S-9781118115060
Descripción Condición: New. Nº de ref. del artículo: ABLIING23Mar2317530294326
Descripción Hardcover. Condición: new. This item is printed on demand. Nº de ref. del artículo: 9781118115060