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eISBN : 9780471480655

Sommaire :
PART ONE: THEORY.

Chapter 1. Introduction: Why and Equilibrium Approach?

Chapter 2. The Insights of Modern Portfolio Theory

Chapter 3. Risk Measurement

Chapter 4. The Capital Asset Pricing Model

Chapter 5. The Equity Risk Premium

Chapter 6. Global Equilibrium Expected Returns

Chapter 7. Beyond Equilibrium, the Black-Litterman Approach


PART TWO: INSTITUTIONAL FUNDS.

Chapter 8. The Market Portfolio

Chapter 9. Issues in Strategic Asset Allocation

Chapter 10. Strategic Asset Allocation in the Presence of Uncertain Liabilities

Chapter 11. International Diversification and Currency Hedging

Chapter 12. The Value of Uncorrelated Sources of Return


PART THREE: RISK BUDGETING.

Chapter 13. Developing an Optimal Active Risk Budget

Chapter 14. Budgeting Risk Along the Active Risk Spectrum

Chapter 15. Risk Management and Risk Budgeting at the Total Fund Level

Chapter 16. Covariance Matrix Estimation

Chapter 17. Risk Monitoring and Performance Management

Chapter 18. The Need for Independent Valuation

Chapter 19. Performance Attribution

Chapter 20. Equity Risk Factor Models


PART FOUR: TRADITIONAL INVESTMENTS.

Chapter 21. An Asset-Management Approach to Manager Selection

Chapter 22. Investment Program Implementation: Realities and Best Practices

Chapter 23. Equity Portfolio Management

Chapter 24. Fixed Income Risk and Return


PART FIVE: ALTERNATIVE ASSET CLASSES.

Chapter 25. Global Tactical Asset Allocation

Chapter 26. Strategic Asset Allocation and Hedge Funds

Chapter 27. Managing a Portfolio of Hedge Funds

Chapter 28. Investing in Private Equity


PART SIX: PRIVATE WEALTH.

Chapter 29. Investing for Real After-Tax Results

Chapter 30. Real, After-Tax Returns of US Stocks, Bonds and Bills, 1926 through 2001

Chapter 31. Asset Allocation and Location

Chapter 32. Equity Portfolio Structure

Bibliography.

Index.

Langue : Anglais

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque