Skip to Content
The New Science of Asset Allocation: Risk Management in a Multi-Asset World
book

The New Science of Asset Allocation: Risk Management in a Multi-Asset World

by Thomas Schneeweis, Garry B. Crowder, Hossein Kazemi
March 2010
Intermediate to advanced
294 pages
8h 23m
English
Wiley
Content preview from The New Science of Asset Allocation: Risk Management in a Multi-Asset World
Bibliography
Amenc, N., W. Gehin, L. Martellini, and J. Meyfredi. “Passive Hedge Fund Replication—A Critical Assessment of Existing Techniques.” The Journal of Alternative Investments 11, No. 2 (Fall 2008): 69-83.
Arrow, K., and G. Debreu. “The Existence of an Equilibrium for a Competitive Economy.” Econometrics. 22, No. 3 (1954): 265-290.
Asness, C., R. Krail, and J. Liew. “Do Hedge Funds Hedge?” The Journal of Portfolio Management (Fall 2001): 6-19.
Bansal, R., and C.R. Harvey. “Performance Evaluation in the Presence of Dynamic Trading Strategies.” Duke University, Working Paper, 1996.
Bernstein, P. Against the Gods: The Remarkable Story of Risk. New York: John Wiley & Sons, 1996.
Black, F., and R. Litterman. “Global Portfolio Optimization.” Financial Analysts Journal 48, No. 5 (September/October 1992): 28-43.
Black, F., and M. Scholes. “The Pricing of Options and Corporate Liabilities.” The Journal of Political Economy 81, No. 3 (May/June 1973): 637-654.
Bodie, Z., A. Kane, and A. Marcus. Investments. New York: McGraw-Hill, 2008.
Bookstaber, Richard. “Hedge Fund Existential.” Financial Analysts Journal 59, No. 5 (September/October 2003): 19-23.
Brinson, G.P., L.R. Hood, and G.L. Beebower. “Determinants of Portfolio Performance.” Financial Analysts Journal (July/August 1986): 39-44.
Brinson, G.P., B.D. Singer, and G.L. Beebower. “Determinants of Portfolio Performance II: An Update.” Financial Analysts Journal 47, No. 3 (May/June 1991): 40-48.
Case, K., and R. Shiller. “Is There ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.

Read now

Unlock full access

More than 5,000 organizations count on O’Reilly

AirBnbBlueOriginElectronic ArtsHomeDepotNasdaqRakutenTata Consultancy Services

QuotationMarkO’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.
Julian F.
Head of Cybersecurity
QuotationMarkI wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.
Addison B.
Field Engineer
QuotationMarkI’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.
Amir M.
Data Platform Tech Lead
QuotationMarkI'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
Mark W.
Embedded Software Engineer

You might also like

The Sector Strategist: Using New Asset Allocation Techniques to Reduce Risk and Improve Investment Returns

The Sector Strategist: Using New Asset Allocation Techniques to Reduce Risk and Improve Investment Returns

Timothy J. McIntosh

Publisher Resources

ISBN: 9780470608418Purchase book