Frontiers of Modern Asset Allocation

Business & Finance, Finance & Investing, Finance
Cover of the book Frontiers of Modern Asset Allocation by , Wiley
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Author: ISBN: 9781118172995
Publisher: Wiley Publication: November 29, 2011
Imprint: Wiley Language: English
Author:
ISBN: 9781118172995
Publisher: Wiley
Publication: November 29, 2011
Imprint: Wiley
Language: English

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."

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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:

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."

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