Dynamic asset allocation : modern portfolio theory updated for the smart investor
Today's modern portfolio theory is not your father's MPT. It has undergone many changes in the past fifty years. Indeed, a new understanding of MPT has emerged, one that has a significant impact on managing asset allocation—especially in today's turbulent markets. Dynamic Asset Alloca...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
[Place of publication not identified]
Bloomberg Press
2010
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| Edición: | 1st ed |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628438206719 |
| Sumario: | Today's modern portfolio theory is not your father's MPT. It has undergone many changes in the past fifty years. Indeed, a new understanding of MPT has emerged, one that has a significant impact on managing asset allocation—especially in today's turbulent markets. Dynamic Asset Allocation interprets and integrates the developments in modern portfolio theory: from the efficient-market hypothesis and indexing of decades past to strategies for building winning portfolios today. The book is filled with practical, hands-on advice for investors, including guidance on approaching investment as a risk-management task. |
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| Notas: | Bibliographic Level Mode of Issuance: Monograph |
| Descripción Física: | 1 online resource (xi, 274 p.) : ill |
| Bibliografía: | Includes bibliographical references (p. 250-266) and index. |
