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Strategic and tactical asset allocat...

Lumholdt, Henrik.

Strategic and tactical asset allocationan integrated approach /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Strategic and tactical asset allocationby Henrik Lumholdt.
其他題名:	an integrated approach /
作者:	Lumholdt, Henrik.
出版者:	Cham :Springer International Publishing :2018.
面頁冊數:	xx, 251 p. :digital ;24 cm.
Contained By:	Springer eBooks
標題:	Asset allocation.
電子資源:	http://dx.doi.org/10.1007/978-3-319-89554-3
ISBN:	9783319895543$q(electronic bk.)

Strategic and tactical asset allocationan integrated approach /
Lumholdt, Henrik.

Strategic and tactical asset allocationan integrated approach /[electronic resource] :by Henrik Lumholdt. - Cham :Springer International Publishing :2018. - xx, 251 p. :digital ;24 cm.

Preface -- Part I. FOUNDATIONS -- 1. What is Asset Allocation? -- 2. Performance Evaluation -- 3. Strategic versus Tactical Asset Allocation Part II. STRATEGIC ASSET ALLOCATION -- 4. Long-Term Return Expectations -- 5. Optimizing the SAA -- 6. Factor Investing I -- 7. Factor Investing II -- Part III. TACTICAL ASSET ALLOCATION -- 8. Tactical Macro-Drivers -- 9. The Four Phases Framework -- 10. Appendix.

This book covers each step in the asset allocation process, addressing as many of the relevant questions as possible along the way. How can we formulate expectations about long-term returns? How relevant are valuations? What are the challenges to optimizing the portfolio? Can factor investing add value and, if so, how can it be implemented? Which are the key performance drivers for each asset class, and what determines how they are correlated? How can we apply insights about the business cycle to tactical asset allocation? The book is aimed at finance professionals and others looking for a coherent framework for decision-making in asset allocation, both at the strategic and tactical level. It stresses analysis rather than pre-conceived ideas about investments, and it draws on both empirical research and practical experience to give the reader as strong a background as possible.

ISBN: 9783319895543$q(electronic bk.)

Standard No.: 10.1007/978-3-319-89554-3doiSubjects--Topical Terms:

209567
Asset allocation.

LC Class. No.: HG4529.5 / .L864 2018

Dewey Class. No.: 332.6

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