Suche ›

Frontiers of Modern Asset Allocation

Wiley, J,
E-Book ( PDF mit Adobe DRM )
In Ihrem Land nicht verfügbar
Dieses Produkt ist auch verfügbar als:


Innovative approaches to putting asset allocation intopractice
Building on more than 15 years of asset-allocation research,Paul D. Kaplan, who led the development of the methodologies behindthe Morningstar Rating(TM) and the Morningstar Style Box(TM),tackles key challenges investor professionals face when puttingasset-allocation theory into practice. This book addresses commonissues such as:
* How should asset classes be defined?
* Should equities be divided into asset classes based oninvestment style, geography, or other factors?
* Should asset classes be represented by market-cap-weightedindexes or should other principles, such as fundamental weights, beused?
* How do actively managed funds fit into asset-class mixes?
Kaplan also interviews industry luminaries who have greatlyinfluenced the evolution of asset allocation, including HarryMarkowitz, Roger Ibbotson, and the late Benoit Mandelbrot.Throughout the book, Kaplan explains allocation theory, creates newstrategies, and corrects common misconceptions, offering originalinsights and analysis. He includes three appendices that put theoryinto action with technical details for new asset-allocationframeworks, including the next generation of portfolio constructiontools, which Kaplan dubs "Markowitz 2.0."


Titel: Frontiers of Modern Asset Allocation
Autoren/Herausgeber: Paul D. Kaplan (Hrsg.)
Weitere Mitwirkende: Laurence B. Siegel
Aus der Reihe: Wiley Finance Editions
Ausgabe: 1. Auflage

ISBN/EAN: 9781118173015

Seitenzahl: 416
Produktform: E-Book
Sprache: Englisch

Paul D. Kaplan is quantitative research director at Morningstar Europe and is responsible for the quantitative methodologies behind Morningstar's fund analysis, indexes, advisor tools, and other services. Dr. Kaplan conducts research on investment style analysis, performance and risk measurement, asset allocation, retirement-income planning, portfolio construction, index methodologies, and alternative investments. He led the development of quantitative methodologies behind the Morningstar Rating for funds (Morningstar's star rating), the Morningstar Style Box, and the Morningstar family of indexes. Many of Dr. Kaplan's research papers have been published in professional books and publications such as the Financial Analysts Journal, the Journal of Portfolio Management, the Journal of Wealth Management, the Journal of Investing, the Journal of Performance Measurement, the Journal of Indexes, and the Handbook of Equity Style Management. He received the 2008 Graham and Dodd Award and won a Graham and Dodd Award of Excellence in 2000. - Newsletter
Möchten Sie sich für den Newsletter anmelden?

Bitte geben Sie eine gültige E-Mail-Adresse ein.
Lieber nicht