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Dynamic Asset Allocation. Modern Portfolio Theory Updated for the Smart Investor. Edition No. 1. Bloomberg Financial

  • ID: 2218648
  • Book
  • May 2010
  • 290 Pages
  • John Wiley and Sons Ltd
Today’s modern portfolio theory is not your father’s MPT. It has undergone many changes in the past fifty years. Indeed, a new understanding of MPT has emerged, one that has a significant impact on managing asset allocation - especially in today’s turbulent markets. Dynamic Asset Allocation interprets and integrates the developments in modern portfolio theory: from the efficient-market hypothesis and indexing of decades past to strategies for building winning portfolios today. The book is filled with practical, hands-on advice for investors, including guidance on approaching investment as a risk-management task.
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Acknowledgments.

Introduction.

1 In the Beginning.

2 Inventing Portfolio Theory.

3 Other Betas.

4 Rethinking Random Walks and Efficient Markets.

5 The Market Portfolio Is the Benchmark.

6 Rebalancing.

7 Tactical Asset Allocation.

8 Customizing Asset Allocation.

9 Equilibrium, Economics, and Estimates.

10 What Have We Learned After Fifty Years?

Bibliography.

Index.

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James Picerno
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