Active asset allocation : state-of-the-art portfolio policies, strategies & tactics
Author(s)
Bibliographic Information
Active asset allocation : state-of-the-art portfolio policies, strategies & tactics
（An Institutional investor publication）
McGrwa-Hill Book Co., c1992
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Note
Includes index
Description and Table of Contents
Description
An overview of the critical issues and practices that are employed in today's domestic and global markets. The proven strategies and tactics presented focus on policy asset mix and portfolio insurance, optimization and surplus management, and tactical asset allocation.
Table of Contents
- Introduction
- overview of the total asset allocation problem, section one - asset policy mix
- defining pension fund risk
- risk and return - implications
- integrating business planning with pension fund planning
- inflation, interest rates and pension liabilities
- policy asset mix, section two - optimization and surplus management
- asset allocation models
- portfolio optimization with a framework
- dynamic hedging
- surplus protection
- achieving the best return
- portfolio optimization under shortfall constraints, section three - tactical asset allocation
- tactical asset allocation
- asset allocation - reward and diversification
- asset allocation using futures markets
- a disciplined approach to global asset allocation
- international asset and currency allocation.
by "Nielsen BookData"
