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Robert Isbitts The Flexible Investing Playbook. Asset Allocation Strategies for Long-Term Success


How to make sensible investment decisions during these turbulent times 2008 changed everything. Now, more than ever, investors need to be proactive in planning for their retirement. To do so, they must look beyond simply investing in stocks and bonds, while avoiding what may be overwhelming and even misleading investment advice. In The Flexible Investing Playbook: Asset Allocation for Long-Term Success, Robert Isbitts–mutual fund manager, investment strategist, newsletter writer, and author of Wall Street’s Bull and How to Bear It–shares the strategies he created and uses with his clients. This approach can potentially allow their portfolios to withstand the volatility of the stock market and subdue the emotional impact of investing, to increase the chances of reaching their investment goals. Along the way, the book: • Reviews the events of the 2008 financial market debacle, and identifies key lessons investors should learn from that experience • Discusses how traditional approaches to diversification are fraught with risks, and how they may endanger the pursuit of a secure retirement • Details why he believes investors cannot live on stocks and bonds alone, while also describing how to properly diversify, without sacrificing precious liquidity The Flexible Investing Playbook, he presents a proactive approach to investing that’s based on the strategies Isbitts created, designed and currently manages.

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Anthony Bova The Endowment Model of Investing. Return, Risk, and Diversification


A cutting-edge look at the endowment model of investing Many larger endowments and foundations have adopted a broadly diversified asset allocation strategy with only a small amount of traditional U.S. equities and bonds. This technique, known as the «endowment model of investing,» has demonstrated consistent long-term performance and attracted the attention of numerous institutional and individual investors. With The Endowment Model of Investing Leibowitz, Bova, and Hammond take a closer look at the endowment model with customary research sophistication and attention to detail. Throughout the book, they examine how the model provides truly outstanding real returns, while keeping a close eye on the risks associated with this method of investing. Along the way, the authors offer practical advice on incorporating the endowment model into your own investment endeavors and reveal what it takes to make this method work in the real world. Details the growing debate about the endowment model of investing and discusses how to use it successfully Written by an authority on endowment investing and non-traditional asset allocation strategies Offers expert insights on understanding risk and return in non traditional asset allocation If you want to gain a better grasp of one of the most successful forms of investing, then The Endowment Model of Investing is a book you need to read.

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Ibrahim Mbithi Portfolio Asset Allocation. Exploring the Case for Continued Reliance on Financial Economic Models by Managers


Master's Thesis from the year 2009 in the subject Business economics - Investment and Finance, Schiller International University , language: English, abstract: In this paper, I address the theme of asset allocation in a pension fund portfolio using passive index funds and exchange-traded funds (ETFs). To illustrate this, I have createdfive model portfolios according to CAPM (Capital Asset Pricing Model) and MPT (Modern Portfolio Theory) models. My results are interesting because one of the fiveportfolios comes on top of the rest as a suitable portfolio for the pension fund. Since many investors are not experts, they usually leave the responsibility of managing theirasset portfolios to asset managers. And in order to attract as many investors as possible to their boutiques, asset managers will harp on about their superior portfolio returns thatbeat the market. To beat the market they incur transaction costs which lower returns for investors. Most investors have come to acknowledge that capital markets are efficientthus the idea about beating them is a false proposition. In the face of this reality, asset managers and investors have turned to passive investment strategies. I conclude thatsuperior asset allocation and passive index investing through exchange-traded funds form a unique set of tools for pension fund investment managers.

4514 РУБ

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Benjamin Güttler Asset allocation strategies in the current low interest rate environment


Master's Thesis from the year 2015 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,0, University of Applied Sciences Osnabrück, language: English, abstract: Institutional investors face serious challenges due to the current low interest rate environment and their payment obligations. Life insurance companies in Germany have invested the majority of their assets in fixed-income securities. Thus, asset managers struggle to earn adequate returns as a consequence of low yields of high-grade sovereign bonds. As a consequence, institutional investors are forced to rethink their asset allocation, which is vital for the investment success. This thesis aims to evaluate asset allocation strategies in the light of the low interest rate environment that enable investors to generate adequate risk-adjusted returns. A sample portfolio is developed that is broadly diversified, has exposure to alternative investments and applies the Risk Parity ap-proach. The performance is evaluated over different evaluation periods on a risk-adjusted basis and in comparison to other asset allocation strategies. As a result, the sample portfolio outper-forms the current asset allocation of German life insurers and naïve diversification. However, portfolios with significant exposure to private equity or stocks outperform the sample portfolio in terms of Sharpe ratio but require a higher risk tolerance. Nevertheless, the sample portfolio achieves a satisfactory...

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Paul Kaplan D. Frontiers of Modern Asset Allocation


Innovative approaches to putting asset allocation into practice Building on more than 15 years of asset-allocation research, Paul D. Kaplan, who led the development of the methodologies behind the Morningstar Rating(TM) and the Morningstar Style Box(TM), tackles key challenges investor professionals face when putting asset-allocation theory into practice. This book addresses common issues such as: How should asset classes be defined? Should equities be divided into asset classes based on investment style, geography, or other factors? Should asset classes be represented by market-cap-weighted indexes or should other principles, such as fundamental weights, be used? How do actively managed funds fit into asset-class mixes? Kaplan also interviews industry luminaries who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan explains allocation theory, creates new strategies, and corrects common misconceptions, offering original insights and analysis. He includes three appendices that put theory into action with technical details for new asset-allocation frameworks, including the next generation of portfolio construction tools, which Kaplan dubs «Markowitz 2.0.»

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Wesley R. Gray Quantitative Momentum. A Practitioners Guide to Building a Momentum-Based Stock Selection System


The individual investors comprehensive guide to momentum investing Quantitative Momentum brings momentum investing out of Wall Street and into the hands of individual investors. In his last book, Quantitative Value, author Wes Gray brought systematic value strategy from the hedge funds to the masses; in this book, he does the same for momentum investing, the system that has been shown to beat the market and regularly enriches the coffers of Wall Streets most sophisticated investors. First, youll learn what momentum investing is not: its not growth investing, nor is it an esoteric academic concept. You may have seen it used for asset allocation, but this book details the ways in which momentum stands on its own as a stock selection strategy, and gives you the expert insight you need to make it work for you. Youll dig into its behavioral psychology roots, and discover the key tactics that are bringing both institutional and individual investors flocking into the momentum fold. Systematic investment strategies always seem to look good on paper, but many fall down in practice. Momentum investing is one of the few systematic strategies with legs, withstanding the test of time and the rigor of academic investigation. This book provides invaluable guidance on constructing your own momentum strategy from the ground up. Learn what momentum is and is not Discover how momentum can beat the market Take momentum beyond asset allocation into stock selection Access the tools that ease DIY implementation The large Wall Street hedge funds tend to portray themselves as the sophisticated elite, but momentum investing allows you to borrow one of their top strategies to enrich your own portfolio. Quantitative Momentum is the individual investors guide to boosting market success with a robust momentum strategy.

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Hossein Kazemi The New Science of Asset Allocation. Risk Management in a Multi-Asset World


A feasible asset allocation framework for the post 2008 financial world Asset allocation has long been a cornerstone of prudent investment management; however, traditional allocation plans failed investors miserably in 2008. Asset allocation still remains an essential part of the investment arena, and through a new approach, youll discover how to make it work. In The New Science of Asset Allocation, authors Thomas Schneeweis, Garry Crowder, and Hossein Kazemi first explore the myths that plague this field then quickly move on to examine how the practice of asset allocation has failed in recent years. They then propose new allocation models that employ liquidity, transparency, and real risk controls across multiple asset classes. Outlines a new approach to asset allocation in a post-2008 world, where risk seems hidden The «great manager» problem is examined with solutions on how to capture manager alpha while limiting downside risk A complete case study is presented that allocates for beta and alpha Written by an experienced team of industry leaders and academic experts, The New Science of Asset Allocation explains how you can effectively apply this approach to a financial world that continues to change.

5038.21 РУБ

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Russell Wild Index Investing For Dummies


A recommended, proven way to broaden portfolios and profits Recommended by finance experts and used extensively by institutional investors, index funds and exchange-traded funds (ETFs) provide unmanaged, diversified exposure to a variety of asset classes. Index Investing For Dummies shows active investors how to add index investments to their portfolios and make the most of their money, while protecting their assets. It features plain-English information on the different types of index funds and their advantage over other funds, getting started in index investing, using index funds for asset allocation, understanding returns and risk, diversifying among fund holdings, and applying winning strategies for maximum profit.

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David M. Darst Portfolio Investment Opportunities in India


Investment strategies and knowledge for asset managers investing in India This e-book only investment report will detail Indias asset classes, its investment strategies, risks and advantages, and politics and cultural history with an eye toward serving investment advisors and asset managers looking for up-to-date investment knowledge on specific alternative asset classes.

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William Kinlaw A Practitioners Guide to Asset Allocation


Since the formalization of asset allocation in 1952 with the publication of Portfolio Selection by Harry Markowitz, there have been great strides made to enhance the application of this groundbreaking theory. However, progress has been uneven. It has been punctuated with instances of misleading research, which has contributed to the stubborn persistence of certain fallacies about asset allocation. A Practitioners Guide to Asset Allocation fills a void in the literature by offering a hands-on resource that describes the many important innovations that address key challenges to asset allocation and dispels common fallacies about asset allocation. The authors cover the fundamentals of asset allocation, including a discussion of the attributes that qualify a group of securities as an asset class and a detailed description of the conventional application of mean-variance analysis to asset allocation.. The authors review a number of common fallacies about asset allocation and dispel these misconceptions with logic or hard evidence. The fallacies debunked include such notions as: asset allocation determines more than 90% of investment performance; time diversifies risk; optimization is hypersensitive to estimation error; factors provide greater diversification than assets and are more effective at reducing noise; and that equally weighted portfolios perform more reliably out of sample than optimized portfolios. A Practitioners Guide to Asset Allocation also explores the innovations that address key challenges to asset allocation and presents an alternative optimization procedure to address the idea that some investors have complex preferences and returns may not be elliptically distributed. Among the challenges highlighted, the authors explain how to overcome inefficiencies that result from constraints by expanding the optimization objective function to incorporate absolute and relative goals simultaneously. The text also explores the challenge of currency risk, describes how to use shadow assets and liabilities to unify liquidity with expected return and risk, and shows how to evaluate alternative asset mixes by assessing exposure to loss throughout the investment horizon based on regime-dependent risk. This practical text contains an illustrative example of asset allocation which is used to demonstrate the impact of the innovations described throughout the book. In addition, the book includes supplemental material that summarizes the key takeaways and includes information on relevant statistical and theoretical concepts, as well as a comprehensive glossary of terms.

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Sean Casterline D. Investors Passport to Hedge Fund Profits. Unique Investment Strategies for Todays Global Capital Markets


A comprehensive guide to international investing Opportunities to tap into foreign markets and, in turn, entirely new investment universes-that have traditionally been accessible only to hedge fund managers-are at hand, and this book offers you the straight story on how to look abroad for the next addition to your portfolio. Throughout these pages, the authors skillfully demonstrate how active, cutting-edge trading strategies used in domestic markets can be applied effectively overseas. Opening with discussions of the importance of international investing in todays turbulent markets, this reliable resource quickly moves on to examine the macro relationships between the different asset classes within a given country and shows you how to view those asset classes-stocks, bonds, currencies, and commodities-as a complete picture of what is happening in the investing world. Addresses the application of strategies to international portfolio development and management Clearly defines different financial markets and reveals how they can best be accessed and traded Features information on currency trading and investing in foreign real estate as well as insights on swaps, futures trading, and risk management The Investors Passport to Hedge Fund Profits demystifies international investing and gives you the tools by which to effectively profit from a wide array of asset classes.

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Stefan Seegert Portfoliooptimierung Mit Hilfe Der Asset-Allocation


Die Asset-Allocation stellt innerhalb des Portfoliomanagements die Kernaufgabe dar. Grob kann man die Asset-Allocation als eine dreigliedrige Form der Vermögensstrukturierung sehen. Zunächst wird definiert, was unter einer Asset-Allocation zu verstehen ist, bevor der Autor auf die wesentlichen Bestandteile der Asset-Allocation eingeht. Die Asset-Allocation ist als ein Prinzip der strukturierten Portfolioaufteilung, welches die Reihenfolge der Vermögensanordnung vornimmt, zu verstehen. Als Kriterium dient die Performanceimplikation. Die Performance ist demzufolge das Zielkriterium des Portfoliomanagements, das als risikoadjustierte Rendite anzusehen ist. Asset-Allocation bezeichnet also einen Prozess einer strukturierten und zugleich zielgerichteten Aufteilung - Allocation - des Vermögens auf unterschiedliche Anlagemöglichkeiten, den Assets.Der Autor beleuchtet kritisch die Bedeutung der Asset-Allocation sowie die Einzelheiten des komplexen Prozesses.

2952 РУБ

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