Normal view MARC view ISBD view

Lustig, Yoram.

Multi-Asset Investing : A Practical Guide to Modern Portfolio Management. - 1st ed. - 1 online resource (537 pages)

Intro -- Copyright -- Contents -- About the Author -- Acknowledgements -- Preface -- Introduction -- PART 1 ESTABLISHING OBJECTIVES -- INTRODUCTION -- 1. RETURN OBJECTIVES -- 2. BENCHMARKS -- 3. RISK OBJECTIVES -- 4. RATIONAL OR IRRATIONAL MARKETS -- 5. THE RELATIONSHIP BETWEEN REWARD AND RISK -- 6. INVESTMENT CONSTRAINTS -- PART 2 SETTING AN INVESTMENT STRATEGY -- INTRODUCTION -- 7. STRATEGIC ASSET ALLOCATION -- 8. HISTORICAL PERFORMANCE OF ASSET CLASSES -- 9. COMBINING ASSET CLASSES -- 10. DIVERSIFICATION -- 11. CAPITAL MARKET ASSUMPTIONS -- 12. OPTIMISATION -- PART 3 IMPLEMENTING A SOLUTION -- INTRODUCTION -- 13. TACTICAL ASSET ALLOCATION -- 14. FORECASTING -- 15. ECONOMIC CYCLE -- 16. INVESTMENT SELECTION -- 17. INVESTMENT SELECTION PROCESS -- 18. ACTIVE VERSUS PASSIVE INVESTMENTS -- 19. INVESTMENT VEHICLES -- 20. SINGLE-MANAGER VERSUS MULTI-MANAGER -- 21. SINGLE ASSET CLASSES -- 22. INVESTMENT MANAGEMENT PROCESS -- 23. PORTFOLIO CONSTRUCTION -- 24. IMPLEMENTATION -- 25. DERIVATIVES -- 26. CURRENCY -- 27. RISK BUDGETING -- 28. RISK MANAGEMENT -- 29. INVESTMENT STRATEGIES -- PART 4 REVIEWING -- 30. PORTFOLIO REVIEW -- 31. PERFORMANCE ATTRIBUTION -- Conclusions -- Bibliography -- ENDNOTES -- INDEX.

ISBN: 9780857192806

Subjects--Topical Terms:
Portfolio management.
Risk.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: HG4529.5 -- .L87 2013eb

Dewey Class. No.: 332.6