The New Science of Asset Allocation

The New Science of Asset Allocation

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Am Comprehensive survey on contemporary thinking Am Essential reading for investment managers Asset allocation has only become a significant component in the investment management process comparatively recently. Increasingly sophisticated methods are being developed and used in the area. This text provides a survey of contemporary thinking in asset allocation and dissects the many niche subjects within the study of asset allocation to gain new insights.See also Common stocks; European stocks; Foreign stocks; Pacific stocks; U.S. stocks Style class analysis, 116 Style class return, 114 ... See Treasury bill Target weights, 85 Technical analysis, 33 Three-dimensional portfolio optimization, 159, 170, 176 model, 170-177 ... yield, 139, 152 Treasury-bill rate, 125 Trend line, 42 Treynor, measurement, 100-101 Treynor Index, 102 Treynor rating, 103 Tversky.

Title:The New Science of Asset Allocation
Author:Warren E. Bitters
Publisher:Global Professional Publishi - 1997


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