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Asset Allocation and Portfolio Optimization

	Asset Allocation And Portfolio Optimization by Warren E. Bitters
	Price : Rs 395.00
	Your Price : Rs 395.00

Brinson, Hood, and Beebower`s study of the late 1980s suggesting that asset allocation policy alone explained as much as 93.6% of investment return stunned the professional investing community. It implied that market timing and security selection are far less influential factors in determining total return than asset allocation policy. The startling conclusion led to tremendous focus on the importance of asset allocation in the investment management process. This book provides a penetrating survey of the increasingly sophisticated methods which have since been developed and applied in this area. The book also dissects the many niche subjects within asset allocation and offers new, rich insights, including:

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A critical review of the validity and applicability of the Brinson, Hood and Beebower results.
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A number of new models that look at the importance of asset allocation in different ways.
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The over-hyped merits of dollar cost averaging and how it is actually an inferior alternative to lump sum investing.
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The blending of new findings about the importance of style analysis with the asset allocation framework.
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Active asset allocation: Cutting-edge findings on the ability of certain predictive variables in determining future asset class returns.

The book also explores important contemporary practices of portfolio optimization:

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The chances that portfolio optimization improves the likelihood of achieving an investor`s upside target.
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How Markowitz`s portfolio theory can be modified to account for market imperfections.
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How Markowitz theory can be combined with results from the exciting new field of behavioral finance.

This book will help professionals log on to the most important recent advancements in asset allocation and portfolio optimization.
ISBN-10: 8170945712 | ISBN-13: 9788170945710

Pages : 212

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Asset Allocation And Portfolio Optimization

by Warren E. Bitters