Strategic and Tactical Asset Allocation An Integrated Approach /

• Main Author: Lumholdt, Henrik (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2018.
• Edition: 1st ed. 2018.
• Subjects: Investment banking.; Securities.; Capital investments.; Capital market.; Personal finance.; Pension plans.; Investments and Securities.; Investment Appraisal.; Capital Markets.; Personal Finance/Wealth Management/Pension Planning.

This book covers each step in the asset allocation process, addressing as many of the relevant questions as possible along the way. How can we formulate expectations about long-term returns? How relevant are valuations? What are the challenges to optimizing the portfolio? Can factor investing add va...

Table of Contents:

• Preface
• Part I. FOUNDATIONS
• 1. What is Asset Allocation?
• 2. Performance Evaluation
• 3. Strategic versus Tactical Asset Allocation Part II. STRATEGIC ASSET ALLOCATION
• 4. Long-Term Return Expectations
• 5. Optimizing the SAA
• 6. Factor Investing I
• 7. Factor Investing II
• Part III. TACTICAL ASSET ALLOCATION
• 8. Tactical Macro-Drivers
• 9. The Four Phases Framework
• 10. Appendix.