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Ebook The new science of asset allocation: Risk management in a multi-asset world - Part 1
Số trang: 188
Loại file: pdf
Dung lượng: 1.49 MB
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Thông tin tài liệu:
Part 1 of ebook "The new science of asset allocation: Risk management in a multi-asset world" provides readers with contents including: 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;...
Nội dung trích xuất từ tài liệu:
Ebook The new science of asset allocation: Risk management in a multi-asset world - Part 1
Nội dung trích xuất từ tài liệu:
Ebook The new science of asset allocation: Risk management in a multi-asset world - Part 1
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The new science of asset allocation Risk management in a multi-asset world Capital asset pricing model Portfolio risk measurement Multi-factor return estimation Extreme market sensitivityTài liệu liên quan:
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