The new science of asset allocation
Subtitle: risk management in a multi-asset world
By: Thomas Schneeweis, Garry B. Crowder, Hossein Kazemi.
Contributors: Crowder, Garry B., 1954-; Kazemi, Hossein, 1954-
Publisher: Wiley
Published: 2010
Place of publication: Hoboken, N.J
Language: eng
ISBN-13: 9780470537404
Subjects: Asset allocation; Risk management
Notes: Includes bibliographical references and index.
Table of contents: title: A brief history of asset allocation; title: Measuring risk; title: Alpha and beta, and the search for a true measure of manager value; title: Asset classes : what they are and where to put them; title: Strategic, tactical, and dynamic asset allocation; title: Core and satellite investment : market/manager based alternatives; title: Sources of risk and return in alternative investments.