| Description |
1 online resource (xi, 274 pages) : illustrations |
| Bibliography |
Includes bibliographical references (pages 250-266) and index. |
| Contents |
In the beginning -- Inventing portfolio theory -- Other betas -- Rethinking random walks and efficient markets -- The market portfolio is the benchmark -- Rebalancing : the natural extension of asset allocation -- Tactical asset allocation: the devil and the details -- Customizing asset allocation -- Equilibrium, economics, and estimates -- What have we learned after fifty years? |
| Summary |
"This book presents a unifying theory of long-term investing for strategic-minded investors that combines modern portfolio theory with value investing. It shows how to build a winning portfolio using dynamic asset allocation, how modern portfolio theory has changed in recent years, and how those changes affect the strategic investor and portfolio design in today's financial climate"--Provided by publisher. |
| Subject |
Portfolio management.
|
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Asset allocation.
|
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Gestion de portefeuille. |
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Affectation de l'actif. |
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Portfolio management. |
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Asset allocation. |
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Asset allocation |
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Portfolio management |
| Other Form: |
Print version: Picerno, James. Dynamic asset allocation. 1st ed. New York : Bloomberg Press, 2010 9781576603598 (DLC) 2009048905 (OCoLC)424556444 |
| ISBN |
(alk. paper) |
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(alk. paper) |
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