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Portfolio Design: A Modern Approach to Asset Allocation
book

Portfolio Design: A Modern Approach to Asset Allocation

by Richard C. Marston
March 2011
Intermediate to advanced
368 pages
9h 45m
English
Wiley
Content preview from Portfolio Design: A Modern Approach to Asset Allocation

References

Agarwal, Vikas, Naveen D. Daniel, and Narayan Y. Naik, 2009, “Role of Managerial Incentives and Discretion in Hedge Fund Performance,” Journal of Finance (October), 2221–2256.

Alternative Investment Management Association, 2008, AIMA’s Roadmap to Hedge Funds, November.

Altman, Edward I., and Brenda J. Karlin, 2008, “Defaults and Returns in the High-Yield Bond Market: the Year 2007 in Review and Outlook”, New York University Salomon Center.

Arnott, Robert D., and Peter L. Bernstein, 2002. “What Risk Premium Is ‘Normal’?”, Financial Analyst Journal (March-April).

Banz, Rolf W., 1981, “The Relation between Return and Market Value of Common Stocks, ”Journal of Financial Economics (March), pp. 3–18.

Basu, Sanjoy, 1977, “Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis,” Journal of Finance (June), pp. 663–682.

Bernstein Wealth Management Research, 2006, Hedge Funds: Too Much of a Good Thing?, Bernstein Global Wealth Management (June).

Black, Fischer, and Robert Litterman, 1992, “Global Portfolio Optimization,” Financial Analysts Journal (September-October), pp. 28–43.

Bodnar, Gordon, Bernard Dumas, and Richard Marston, 2004, “Cross-Border Valuation: The International Cost of Equity Capital,” in Hubert Gatignon and John Kimberly , eds., Globalizing: Drivers, Consequences and Implications, INSEAD-Wharton Alliance.

Brown, Stephen J., William N. Goetzmann, and Bing Liang, 2004, “Fees on Fees in Funds ...

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Publisher Resources

ISBN: 9781118007051Purchase book