國立虎尾科技大學 |

Strategic and tactical asset allocation = an integrated approach /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Strategic and tactical asset allocation/ by Henrik Lumholdt.
其他題名:	an integrated approach /
作者:	Lumholdt, Henrik.
出版者:	Cham :Springer International Publishing : : 2018.,
面頁冊數:	xx, 251 p. :digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Asset allocation. -
電子資源:	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:

564730
Asset allocation.

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

Dewey Class. No.: 332.6

Strategic and tactical asset allocation = an integrated approach /
LDR:02180nam a2200289 a 4500 001 927738
003 DE-He213
005 20190123132813.0
006 m d
007 cr nn 008maaau
008 190626s2018 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 1207174
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 564730
650 0 $a Strategic planning. $3 556511
650 1 4 $a Finance. $3 559073
650 2 4 $a Investments and Securities. $3 1104945
650 2 4 $a Investment Appraisal. $3 1107685
650 2 4 $a Capital Markets. $3 1106532
650 2 4 $a Personal Finance/Wealth Management/Pension Planning. $3 1112503
710 2 $a SpringerLink (Online service) $3 593884
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)