𝔖 Scriptorium
✦   LIBER   ✦

πŸ“

Understanding asset allocation

✍ Scribed by Victor A. Canto


Publisher
FT Press
Year
2006
Tongue
English
Leaves
337
Edition
1
Category
Library

⬇  Acquire This Volume

No coin nor oath required. For personal study only.

✦ Synopsis


This book is aboutΒ effective asset allocation. It's not enough to rely on some investment manager's "one-size-fits-all" software to allocate your precious capital: you need to understand the process, and take control. In Understanding Asset Allocation, world-class economist, investment expert, and hedge fund manager Victor Canto shows exactly how to understand the process of assett allocation. Canto introduces a flexible, intuitive, easy-to-use approach to asset allocation that leverages powerful business cycle information and investment vehicles most investors ignore. Canto reveals what you can (and can't) learn from historical data; how to find and focus on sectors that offer exceptional opportunity; and how to manage risk far more effectively. Whether you manage your own investments or rely on an advisor, Understanding Asset Allocation will help you optimize all your asset allocationΒ  decisions -- and maximize the returns they deliver.


πŸ“œ SIMILAR VOLUMES


Understanding Asset Allocation: An Intui
✍ Victor A. Canto πŸ“‚ Library πŸ“… 2006 πŸ› FT Press 🌐 English

This book is aboutΒ effective asset allocation. It's not enough to rely on some investment manager's "one-size-fits-all" software to allocate your precious capital: you need to understand the process, and take control. In Understanding Asset Allocation, world-class economist, investment expert, and h

Strategic Asset Allocation
✍ John Y. Campbell, Luis M. Viceira πŸ“‚ Library πŸ“… 2002 πŸ› Oxford University Press, USA 🌐 English

This volume provides a scientific foundation for the advice offered by financial planners to long-term investors. Based upon statistics on asset return behavior and assumed investor objectives, the authors derive optimal portfolio rules that investors can compare with existing rules of thumb.

Risk and asset allocation
✍ Attilio Meucci πŸ“‚ Library πŸ“… 2005 πŸ› Springer 🌐 English

This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments. <P><P>Multivariate estimation methods are analyzed in depth, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, an

Asset Allocation For Dummies
✍ Dorianne Perrucci, Jerry A. Miccolis πŸ“‚ Library πŸ“… 2009 πŸ› For Dummies 🌐 English

An easy-to-understand how-to guide to the single most important thing you can do in investing β€” choosing and mixing your assets successfully. <p> You don’t need to be an expert analyst, a star stock-picker, or a rocket scientist to have better investment results than most other investors. You

Risk and Asset Allocation
✍ Attilio Meucci πŸ“‚ Library πŸ“… 2005 πŸ› Springer 🌐 English

Discusses in the practical and theoretical aspects of one-period asset allocation, i.e. market Modeling, invariants estimation, portfolia evaluation, and portfolio optimization in the prexence of estimation risk The book is software based, many of the exercises simulate in Matlab the solution to