Asset allocation : from theory to practice and beyond.: from theory to practice and beyond. (2021)

• Record Type: Book
• Uniform Title: Practitioner's guide to asset allocation
• Authors: Kritzman, Mark P; Kinlaw, William; Turkington, David, 1983-
• Other Names: Kinlaw, William
• Contents: Foreword to the First Edition Preface Key Takeaways Chapter 1: What is an asset class Chapter 2: Fundamentals of asset allocation Chapter 3: The importance of asset allocation Chapter 4: Time diversification Chapter 5: Divergence Chapter 6: Correlation asymmetry Chapter 7: Error maximization Chapter 8: Factors Chapter 9: 1/N Chapter 10: Policy portfolios Chapter 11: The private equity leverage myth Chapter 12: Necessary conditions for mean-variance analysis Chapter 13: Forecasting Chapter 14: The stock-bond correlation Chapter 15: Constraints Chapter 16: Asset allocation versus factor investing Chapter 17: Illiquidity Chapter 18: Currency risk Chapter 19: Estimation error Chapter 20: Leverage versus concentration Chapter 21: Rebalancing Chapter 22: Regime shifts Chapter 23: Scenario analysis Chapter 24: Stress testing Chapter 25: Statistical and theoretical concepts Glossary Index
• Edition: Second edition
• Publisher Details: Hoboken : John Wiley & Sons, Inc
• Publication Date: 2021
• Extent: 1 online resource
• Subjects: 332.6; Asset allocation; Portfolio management
• Languages: English
• ISBNs: 9781119817727
• Related ISBNs: 9781119817710
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.