東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Strategic and tactical asset allocat...

Lumholdt, Henrik.

Linked to FindBook

Google Book

Amazon

博客來

Strategic and tactical asset allocation = an integrated approach /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Strategic and tactical asset allocation/ by Henrik Lumholdt.
Reminder of title:	an integrated approach /
Author:	Lumholdt, Henrik.
Published:	Cham :Springer International Publishing : : 2018.,
Description:	xx, 251 p. :digital ;24 cm.
[NT 15003449]:	Preface -- Part I. FOUNDATIONS -- 1. What is Asset Allocation? -- 2. Performance Evaluation -- 3. Strategic versus Tactical Asset Allocation Part II. STRATEGIC ASSET ALLOCATION -- 4. Long-Term Return Expectations -- 5. Optimizing the SAA -- 6. Factor Investing I -- 7. Factor Investing II -- Part III. TACTICAL ASSET ALLOCATION -- 8. Tactical Macro-Drivers -- 9. The Four Phases Framework -- 10. Appendix.
Contained By:	Springer eBooks
Subject:	Asset allocation. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-89554-3
ISBN:	9783319895543

Strategic and tactical asset allocation = an integrated approach /
Lumholdt, Henrik.

Strategic and tactical asset allocationan integrated approach /[electronic resource] :by Henrik Lumholdt. - Cham :Springer International Publishing :2018. - xx, 251 p. :digital ;24 cm.

Preface -- Part I. FOUNDATIONS -- 1. What is Asset Allocation? -- 2. Performance Evaluation -- 3. Strategic versus Tactical Asset Allocation Part II. STRATEGIC ASSET ALLOCATION -- 4. Long-Term Return Expectations -- 5. Optimizing the SAA -- 6. Factor Investing I -- 7. Factor Investing II -- Part III. TACTICAL ASSET ALLOCATION -- 8. Tactical Macro-Drivers -- 9. The Four Phases Framework -- 10. Appendix.

This book covers each step in the asset allocation process, addressing as many of the relevant questions as possible along the way. How can we formulate expectations about long-term returns? How relevant are valuations? What are the challenges to optimizing the portfolio? Can factor investing add value and, if so, how can it be implemented? Which are the key performance drivers for each asset class, and what determines how they are correlated? How can we apply insights about the business cycle to tactical asset allocation? The book is aimed at finance professionals and others looking for a coherent framework for decision-making in asset allocation, both at the strategic and tactical level. It stresses analysis rather than pre-conceived ideas about investments, and it draws on both empirical research and practical experience to give the reader as strong a background as possible.

ISBN: 9783319895543

Standard No.: 10.1007/978-3-319-89554-3doiSubjects--Topical Terms:

656154
Asset allocation.

LC Class. No.: HG4529.5 / .L864 2018

Dewey Class. No.: 332.6

Strategic and tactical asset allocation = an integrated approach /
LDR:02180nmm a2200289 a 4500 001 2152254
003 DE-He213
005 20190123132813.0
006 m d
007 cr nn 008maaau
008 190403s2018 gw s 0 eng d
020 $a 9783319895543 $q (electronic bk.)
020 $a 9783319895536 $q (paper)
024 7 $a 10.1007/978-3-319-89554-3 $2 doi
035 $a 978-3-319-89554-3
040 $a GP $c GP
041 0 $a eng
050 4 $a HG4529.5 $b .L864 2018
082 0 4 $a 332.6 $2 23
090 $a HG4529.5 $b .L957 2018
100 1 $a Lumholdt, Henrik. $3 3338388
245 1 0 $a Strategic and tactical asset allocation $h [electronic resource] : $b an integrated approach / $c by Henrik Lumholdt.
260 $a Cham : $b Springer International Publishing : $b Imprint: Palgrave Macmillan, $c 2018.
300 $a xx, 251 p. : $b digital ; $c 24 cm.
505 0 $a Preface -- Part I. FOUNDATIONS -- 1. What is Asset Allocation? -- 2. Performance Evaluation -- 3. Strategic versus Tactical Asset Allocation Part II. STRATEGIC ASSET ALLOCATION -- 4. Long-Term Return Expectations -- 5. Optimizing the SAA -- 6. Factor Investing I -- 7. Factor Investing II -- Part III. TACTICAL ASSET ALLOCATION -- 8. Tactical Macro-Drivers -- 9. The Four Phases Framework -- 10. Appendix.
520 $a This book covers each step in the asset allocation process, addressing as many of the relevant questions as possible along the way. How can we formulate expectations about long-term returns? How relevant are valuations? What are the challenges to optimizing the portfolio? Can factor investing add value and, if so, how can it be implemented? Which are the key performance drivers for each asset class, and what determines how they are correlated? How can we apply insights about the business cycle to tactical asset allocation? The book is aimed at finance professionals and others looking for a coherent framework for decision-making in asset allocation, both at the strategic and tactical level. It stresses analysis rather than pre-conceived ideas about investments, and it draws on both empirical research and practical experience to give the reader as strong a background as possible.
650 0 $a Asset allocation. $3 656154
650 0 $a Strategic planning. $3 528149
650 1 4 $a Finance. $3 542899
650 2 4 $a Investments and Securities. $3 2181990
650 2 4 $a Investment Appraisal. $3 2191345
650 2 4 $a Capital Markets. $3 2186436
650 2 4 $a Personal Finance/Wealth Management/Pension Planning. $3 2210051
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-89554-3
950 $a Economics and Finance (Springer-41170)