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Foreword to the First Edition

Preface

Key Takeaways

Chapter 1: What is an asset class

Chapter 2: Fundamentals of asset allocation

Chapter 3: The importance of asset allocation

Chapter 4: Time diversification

Chapter 5: Divergence

Chapter 6: Correlation asymmetry

Chapter 7: Error maximization

Chapter 8: Factors

Chapter 9: 1/N

Chapter 10: Policy portfolios

Chapter 11: The private equity leverage myth

Chapter 12: Necessary conditions for mean-variance analysis

Chapter 13: Forecasting

Chapter 14: The stock-bond correlation

Chapter 15: Constraints

Chapter 16: Asset allocation versus factor investing

Chapter 17: Illiquidity

Chapter 18: Currency risk

Chapter 19: Estimation error

Chapter 20: Leverage versus concentration

Chapter 21: Rebalancing

Chapter 22: Regime shifts

Chapter 23: Scenario analysis

Chapter 24: Stress testing

Chapter 25: Statistical and theoretical concepts

Glossary

Index

  • Format: epub
  • ISBN: 9781119817727
  • Publisher: WILEY
  • Author: David Turkington
  • Ean Code: 9781119817727
  • Book type: E-book
  • Language: English
  • DRM: Adobe DRM
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