Multi-Asset Investing: A Practitioner's Framework Who says we have to separate alpha and beta?Are the traditional definitions for risk and risk premium relevant in a multi-asset class world?Do portfolios cater for the ‘real risks’ in their investment processes?Does the whole Emerging Markets demarcatio
| Title | : | Multi-Asset Investing: A Practitioner's Framework |
| Author | : | |
| Rating | : | 4.74 (211 Votes) |
| Asin | : | 1119241529 |
| Format Type | : | Hardcover |
| Number of Pages | : | 296 Pages |
| Publish Date | : | 2016-05-16 |
| Genre | : |
Despite the accepted fact that a substantial part of the risk and return of any portfolio comes from asset allocation, we find today that the majority of investment professionals worldwide are focused on security selection. Multi-Asset Investing: A Practitioner’s Framework questions this basic structure of the investment process and investment industry.
- Who says we have to separate alpha and beta?
- Are the traditional definitions for risk and risk premium relevant in a multi-asset class world?
- Do portfolios cater for the ‘real risks’ in their investment processes?
- Does the whole Emerging Markets demarcation make sense for investing?
- Why do active Asian managers perform much poorer compared to developed market managers?
- Can you distinguish how much of a strategy’s performance comes from skill rather than luck?
- Does having a performance fee for your manager create alignment or misalignment?
- Why i
Editorial : From the Inside FlapOver the last fifteen years, the authors of Multi-Asset Investing have combined their individual skills in asset allocation, financial mathematics and portfolio management to innovate and implement original solutions to practical problems inherent in managing large pools of assets invested across global asset classes. Multi-Asset Investing critically evaluates traditional investment management practices and proposes a fresh approach with a proven framework for managing global multi-asset portfolios. Asset allocation functionally accounts for a majority of a portfolio's total return, but most of today's investment industry is focused on the smaller amount related to security selection. This forward-thinking guidebook proposes a redesign of the traditional plan sponsor allocation process into a multi- strategy framework, implemented using a range of approaches to reduce risk and increase diversification. It goes in-depth into two tested processes which t
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