| Document Type
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BL
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| Record Number
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1016419
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| Doc. No
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b770789
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| Main Entry
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Fraser-Sampson, Guy.
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| Title & Author
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Multi asset class investment strategy /\ Guy Fraser-Sampson.
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| Publication Statement
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Chichester, England ;Hoboken, NJ :: Wiley,, ©2006.
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| Page. NO
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1 online resource (xx, 300 pages) :: illustrations
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| ISBN
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0470033894
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: 1119209161
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: 9780470033890
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: 9781119209164
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0470027991
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9780470027998
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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Investment strategy -- Multi asset class investing -- Risk -- How to define risk -- How to calculate risk -- Quoted equity -- Hedge funds -- Private equity -- Property -- LDI and portable alpha : rival strategies? -- Liquidity -- Portfolio performance.
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| Abstract
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The book explains that instead of asset allocation being set in an isolated and arbitrary fashion, it is in fact the way in which specific hurdle investment returns can be targeted, and that this approach is already in use in the US (and has been for many years). It involves extended and detailed financial analysis of various asset class returns and proposes a five-asset class approach for future use. Opening with a study of the historic asset allocation practice of UK pension funds, the book shows how the current approach has led to the present funding crisis. It goes on to compare and contra.
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| Subject
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Institutional investments.
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Investment analysis.
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Investments.
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Portfolio management.
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Risk.
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BUSINESS ECONOMICS-- Investments Securities-- General.
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| Subject
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Institutional investments.
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Investment analysis.
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| Subject
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Investments.
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Portfolio management.
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| Subject
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Risk.
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| Dewey Classification
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332.6
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| LC Classification
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HG4529.5.F746 2006eb
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