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The New Science of Asset Allocation: Risk Management in a Multi-Asset World (Wiley Finance)



A feasible asset allocation framework for the post 2008 financial worldAsset allocation has long been a cornerstone of prudent investment management; however, traditional allocation plans failed investors miserably in 2008. Asset allocation still remains an essential part of the investment arena, and through a new approach, you'll discover how to make it work.In The New Science of Asset Allocation, authors Thomas Schneeweis, Garry Crowder, and Hossein Kazemi first explore the myths that plague this field then quickly move on to examine how the practice of asset allocation has failed in recent years. They then propose new allocation models that employ liquidity, transparency, and real risk controls across multiple asset classes.Outlines a new approach to asset allocation in a post-2008 world, where risk seems hiddenThe "great manager" problem is examined with solutions on how to capture manager alpha while limiting downside riskA complete case study is presented that allocates for beta and alphaWritten by an experienced team of industry leaders and academic experts, The New Science of Asset Allocation explains how you can effectively apply this approach to a financial world that continues to change.


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Detail Information

Series Title
-
Call Number
330 Tho
Publisher : .,
Collation
294[317] Pages
Language
English
ISBN/ISSN
047053740X, 9780470537404
Classification
600
Content Type
-
Media Type
-
Carrier Type
-
Edition
[1 ed.]
Subject(s)
-
Specific Detail Info
-
Statement of Responsibility

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