Frontiers of Modern Asset Allocation

Frontiers of Modern Asset Allocation by Paul D. Kaplan


ISBN
9781118115060
Published
Released
01 / 02 / 2012
Binding
Hardcover
Pages
384
Dimensions
158 x 236 x 33mm

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."
Christmas Catalogue 2024 x BookFrenzy
134.26
RRP: $157.95
15% off RRP


This product is unable to be ordered online. Please check in-store availability.
Instore Price: $157.95
Enter your Postcode or Suburb to view availability and delivery times.

You might also like

The Barefoot Investor Classic Edition
32.95
25.99
21% Off
Shes On The Money
32.99
28.04
15% Off
Think And Grow Rich
27.99
23.79
15% Off
Top Stocks 2025
32.95
26.99
18% Off
Xero For Dummies
39.95
31.95
20% Off
Die With Zero
32.99
28.04
15% Off
Girls That Invest
29.95
25.46
15% Off

RRP refers to the Recommended Retail Price as set out by the original publisher at time of release.
The RRP set by overseas publishers may vary to those set by local publishers due to exchange rates and shipping costs.
Due to our competitive pricing, we may have not sold all products at their original RRP.