Strategic and Tactical Asset Allocation An Integrated Approach /

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 va...

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Bibliographic Details
Main Author: Lumholdt, Henrik (Author)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing, 2018.
Edition:1st ed. 2018.
Subjects:
Investment banking.
Securities.
Capital investments.
Capital market.
Personal finance.
Pension plans.
ISBN:9783319895543
Online Access: Get full text
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Table of Contents:
  • 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.

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