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" A practitioner's guide to asset allocation "
William Kinlaw, Mark P. Kritzman, David Turkington.
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BL
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| Record Number
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562846
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b392059
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| Main Entry
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William Kinlaw
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| Title & Author
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A practitioner's guide to asset allocation\ William Kinlaw, Mark P. Kritzman, David Turkington.
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| Publication Statement
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Hoboken, New Jersey : Wiley,, [2017]
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| Series Statement
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Wiley finance
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| Page. NO
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xiv, 241 pages ; 24 cm
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| ISBN
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1119397804
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: 9781119397809
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| Contents
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SEXTİON ONE: Basic of Asset Allocation -- CHAPTER 1. What Is an Asset Class?, p.3 -- CHAPTER 2. Fundamentals of Asset Allocation, p.9 -- SECTION TWO: Fallacies of Asset Allocation -- CHAPTER 3. The Importance ol Asset Allocation, p.27 -- CHAPTER 4. Time Diversilication, p.38 -- CHAPTER 5. Error Maximization, p.43 -- CHAPTER 6. Factors, p.54 -- CHAPTER 7. 1/N, p,60 -- SECTION THREE :Challenges to Asset Allocation -- CHAPTER 8. Necessary Conditions Idr Mean-Variance Analysis, p.67 -- CHAPTER 9. Constraints, p.80 -- CHAPTER 10. Currency Risk, p.86 -- CHAPTER 11. lIIiquidity, p.103 -- CHAPTER 12. Risk in the Real World, p.121 -- CHAPTER 13. Estimation Error, p.128 -- CHAPTER 14. Leverage versus Concentralion, p.148 -- CHAPTER 15. Rebalancing, p.158 -- CHAPTER 16. Regime Shifts, p.168 -- SECTION FOUR: Addendum -- CHAPTER 17. Key Takeaways, p.185 -- CHAPTER 18. Statistical and Theoretical Concepts, p.192 -- CHAPTER 19. Glossary of Terms, p.211 -- Index, p.233.
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| Abstract
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The authors' goal in writing this book is twofold: to describe several important innovations that address key challenges to asset allocation and to dispel certain fallacies about asset allocation.
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David Turkington
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Mark P Kritzman
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