Frontiers of Modern Asset Allocation (Wiley Finance)
Language: English
Published by Wiley, 2011
- Hardcover
- Used
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- Title
- Frontiers of Modern Asset Allocation (Wiley Finance)
- Publisher
- Wiley
- Publication year
- 2011
- Condition
- very_good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1118115066
- ISBN 13
- 9781118115060
* 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."
"Synopsis" may belong to another edition of this title.
About the Author
PAUL D. KAPLAN is quantitative research director at Morningstar Europe and is responsible for the quantitative methodologies behind Morningstar's fund analysis, indexes, advisor tools, and other services. Dr. Kaplan conducts research on investment style analysis, performance and risk measurement, asset allocation, retirement-income planning, portfolio construction, index methodologies, and alternative investments. He led the development of quantitative methodologies behind the Morningstar Rating for funds (Morningstar's star rating), the Morningstar Style Box, and the Morningstar family of indexes. Many of Dr. Kaplan's research papers have been published in professional books and publications such as the Financial Analysts Journal, the Journal of Portfolio Management, the Journal of Wealth Management, the Journal of Investing, the Journal of Performance Measurement, the Journal of Indexes, and the Handbook of Equity Style Management. He received the 2008 Graham and Dodd Award and won a Graham and Dodd Award of Excellence in 2000.
"About the title" may belong to another edition of this title.
Bay State Book Company
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AbeBooks seller since January 23, 2023
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