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책 정보
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9781119817710
· 쪽수 : 368쪽
· 출판일 : 2021-07-27
목차
Foreword to the First Edition
Preface
Key Takeaways
Chapter 1: What is an asset class
Chapter 2: Fundamentals of asset allocation
Chapter 3: The importance of asset allocation
Chapter 4: Time diversification
Chapter 5: Divergence
Chapter 6: Correlation asymmetry
Chapter 7: Error maximization
Chapter 8: Factors
Chapter 9: 1/N
Chapter 10: Policy portfolios
Chapter 11: The private equity leverage myth
Chapter 12: Necessary conditions for mean-variance analysis
Chapter 13: Forecasting
Chapter 14: The stock-bond correlation
Chapter 15: Constraints
Chapter 16: Asset allocation versus factor investing
Chapter 17: Illiquidity
Chapter 18: Currency risk
Chapter 19: Estimation error
Chapter 20: Leverage versus concentration
Chapter 21: Rebalancing
Chapter 22: Regime shifts
Chapter 23: Scenario analysis
Chapter 24: Stress testing
Chapter 25: Statistical and theoretical concepts
Glossary
Index
