menu
{ "item_title" : "Asset Allocation", "item_author" : [" Kaplan "], "item_description" : "Innovative approaches to putting asset allocation into practice Building on more than 15 years of asset-allocation research, Paul D. Kaplan, who led the development of the methodologies behind the Morningstar Rating(TM) and the Morningstar Style Box(TM), tackles key challenges investor professionals face when putting asset-allocation theory into practice. This book addresses common issues such as: How should 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 industry luminaries who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan explains allocation theory, creates new strategies, and corrects common misconceptions, offering original insights 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 tools, which Kaplan dubs Markowitz 2.0.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/1/11/811/506/1118115066_b.jpg", "price_data" : { "retail_price" : "95.00", "online_price" : "95.00", "our_price" : "95.00", "club_price" : "95.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Asset Allocation|Kaplan

Asset Allocation

by Kaplan
local_shippingShip to Me
In Stock.
FREE Shipping for Club Members help

Overview

Innovative approaches to putting asset allocation into practice

Building on more than 15 years of asset-allocation research, Paul D. Kaplan, who led the development of the methodologies behind the Morningstar Rating(TM) and the Morningstar Style Box(TM), tackles key challenges investor professionals face when putting asset-allocation theory into practice. This book addresses common issues such as:

  • How should 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 industry luminaries who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan explains allocation theory, creates new strategies, and corrects common misconceptions, offering original insights 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 tools, which Kaplan dubs "Markowitz 2.0."

Details

  • ISBN-13: 9781118115060
  • ISBN-10: 1118115066
  • Publisher: John Wiley & Sons
  • Publish Date: December 2011
  • Dimensions: 9.45 x 6.25 x 1.31 inches
  • Shipping Weight: 1.37 pounds
  • Page Count: 416

Related Categories

You May Also Like...

    1

BAM Customer Reviews