Multi-Asset Investing: A Practitioner's Framework
| Author | : | |
| Rating | : | 4.34 (762 Votes) |
| Asin | : | 1119241529 |
| Format Type | : | paperback |
| Number of Pages | : | 296 Pages |
| Publish Date | : | 2015-09-03 |
| Language | : | English |
DESCRIPTION:
It goes in-depth into two tested processes which the authors have used for allocating assets, together with unique approaches to multi-asset portfolio construction and the management of intra-horizon tail risk. This forward-thinking guidebook proposes a redesign of the traditional plan sponsor allocation process into a multi- strategy framework, implemented using a range of approaches to reduce risk and increase diversification. From the Inside FlapOver the last fifteen years, the authors of Multi-Asset Investing have combined their individual skills in asset allocation, financial mathematics and portfolio management to innovate and implement original solutions to practical problems inherent in mana
Having worked together for fifteen years, the authors’ present implementable solutions which have helped them successfully manage large asset pools.The Academic Perspective“Multi-Asset Investing asks fundamental questions about the asset allocation investment processes in use today, and can have a substantial impact on the future structure of the finance industry. It clarifies and distils the techniques that investment professionals need to master to add value to client portfolios.”—Paul Smith
A practical handbook for those who are involved/interested in asset allocation Yutaka Tobaru I stumbled upon this book after reading a CFA institute review on it, and ordered it as soon as I could.I was pleasantly surprised that the book is not too large in size (17.5cm x 25cm x 2.2cm) and gives me not just insight, but a framework on how to think about asset allocation (I work at a asset mgmt. arm of a life insurance co. in Tokyo)While I have gone through only a third of the book, it initially starts out with the traditional asset allocation frameworks, and goes into some detail on the asset classes as necessary, describing shortcomings of "passive" styles of allocation and advocating on not thinking about beta and alpha i. Worthwhile Investment JP This book is for those with a professional background in investments, portfolio management or risk management. Certainly a worthwhile investment, the author provides his perspective on the changes impacting institutional & retail asset management, and provides a rationale for the explosion of new retail-oriented investment products. While the author goes into some detail on some quantitative techniques used to assess the value add of third party asset managers, what I got out of the book was a framework for creating my own investment allocation.
. He has served as the Chairman of the Investment Committee at the CFA Institute Research Foundation and has been awarded as the Best Discretionary Asset Manager in Asia. SKALLSJÖ has designed and developed risk models at Ignis Asset Management, AGL Structured Finance and Shell Asset Management. SVEN R. PRANAY GUPTA has over 25 years of experience in man