Descripción de editorial

This monograph draws heavily on the vast body of knowledge that has been built by financial economists over the last 50 years. Its goal is to show how to solve real‐life portfolio allocation problems. We have found that using a broad range of models works best. Also, we prefer simple over complex models. We believe that simplicity and modularity lend substantial robustness to investment analysis. Importantly, the framework presented provides several of the “missing links” in asset allocation—for example, the links between asset classes and risk factors, between macroeconomic views and expected returns, and ultimately between quantitative and fundamental investing.

GÉNERO
Negocios y finanzas personales
PUBLICADO
2016
diciembre 31
LENGUAJE
EN
Inglés
EXTENSIÓN
190
Páginas
EDITORIAL
CFA Institute Research Foundation
VENDEDOR
Research Foundation of CFA Institute
TAMAÑO
3.6
MB