Frontiers of modern asset allocation

Frontiers of modern asset allocation / Paul D. Kaplan.

"Through a series of articles spanning over 15 years of research, Paul D. Kaplan, who developed the methodologies behind the Morningstar Rating and the Morningstar Style Box tackles the issues investors face when they attempt to put the concepts of asset allocation into practice, among them: Ho...

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Superior document:Wiley finance
:
ProQuest (Firm)
Kaplan, Paul D.
TeilnehmendeR:
ProQuest (Firm)
Year of Publication:2012
Language:English
Series:Wiley finance series.
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Physical Description:xxxii, 384 p. :; ill.
Notes:Cover lists Paul D. Kaplan as editor.
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ctrlnum (MiAaPQ)500817453
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(CaONFJC)MIL340136
(OCoLC)773831634
collection bib_alma
record_format marc
spelling Kaplan, Paul D.
Frontiers of modern asset allocation [electronic resource] / Paul D. Kaplan.
Hoboken, N.J. : John Wiley & Sons, c2012.
xxxii, 384 p. : ill.
Wiley finance
Cover lists Paul D. Kaplan as editor.
Includes bibliographical references and index.
pt. 1. Equities -- pt. 2. Fixed income, real estate, and alternatives -- pt. 3. Crashes and fat tails -- pt. 4. Doing asset allocation.
"Through a series of articles spanning over 15 years of research, Paul D. Kaplan, who developed the methodologies behind the Morningstar Rating and the Morningstar Style Box tackles the issues investors face when they attempt to put the concepts of asset allocation into practice, among them: How should the asset classes be defined? Should equities be divided into asset classes based on investment style, geography, or other factors? Should asset classes be represented by market-cap-weighted indexes or should other principles, such as fundamental weights, be used? How do actively managed funds fit into asset-class mixes? Kaplan also interviews the intellectuals who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan offers his own opinions and analysis. He includes three appendices that put theory into action with technical details for new asset-allocation frameworks, including the next generation of portfolio construction, which Kaplan dubs 'Markowitz 2.0.'"-- Provided by publisher.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Portfolio management.
Investments.
Electronic books.
ProQuest (Firm)
Wiley finance series.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=817453 Click to View
language English
format Electronic
eBook
author Kaplan, Paul D.
spellingShingle Kaplan, Paul D.
Frontiers of modern asset allocation
Wiley finance
pt. 1. Equities -- pt. 2. Fixed income, real estate, and alternatives -- pt. 3. Crashes and fat tails -- pt. 4. Doing asset allocation.
author_facet Kaplan, Paul D.
ProQuest (Firm)
ProQuest (Firm)
author_variant p d k pd pdk
author2 ProQuest (Firm)
author2_role TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Kaplan, Paul D.
title Frontiers of modern asset allocation
title_full Frontiers of modern asset allocation [electronic resource] / Paul D. Kaplan.
title_fullStr Frontiers of modern asset allocation [electronic resource] / Paul D. Kaplan.
title_full_unstemmed Frontiers of modern asset allocation [electronic resource] / Paul D. Kaplan.
title_auth Frontiers of modern asset allocation
title_new Frontiers of modern asset allocation
title_sort frontiers of modern asset allocation
series Wiley finance
series2 Wiley finance
publisher John Wiley & Sons,
publishDate 2012
physical xxxii, 384 p. : ill.
contents pt. 1. Equities -- pt. 2. Fixed income, real estate, and alternatives -- pt. 3. Crashes and fat tails -- pt. 4. Doing asset allocation.
isbn 9781118173015 (electronic bk.)
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG4529
callnumber-sort HG 44529.5 K37 42012
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=817453
illustrated Illustrated
oclc_num 773831634
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(CaONFJC)MIL340136
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hierarchy_parent_title Wiley finance
is_hierarchy_title Frontiers of modern asset allocation
container_title Wiley finance
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