书目详细信息
： The new science of asset allocation :
书目信息 机读格式(MARC)
| ISBN： | 9780470537404 (cloth) |
|---|---|
| ISBN： | 047053740X (cloth) |
| 编目源： | DLC DLC YDX YDXCP BWX CDX UKM DLC |
| 个人名称： | Schneeweis, Thomas. |
| 题名： | The new science of asset allocation : risk management in a multi-asset world / Thomas Schneeweis, Garry B. Crowder, Hossein Kazemi. |
| 索书号： | F830.59/S358E |
| 出版发行项： | Hoboken, N.J. : John Wiley, c2010. |
| 载体形态： | xviii, 294 p. : ill. ; 24 cm. |
| 书目附注： | Includes bibliographical references (p. 279-283) and index. |
| 格式化内容附注： | A brief history of asset allocation -- Measuring risk -- Alpha and beta, and the search for a true measure of manager value -- Asset classes : what they are and where to put them -- Strategic, tactical, and dynamic asset allocation -- Core and satellite investment : market/manager based alternatives -- Sources of risk and return in alternative investments -- Return and risk differences among similar asset class benchmarks -- Risk budgeting and asset allocation -- Myths of asset allocation -- The importance of discretion in asset allocation decisions -- Asset allocation : where is it headed? |