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关键词：
Modern Asset Allocation for Wealth Management
书目信息
ISBN：
9781119567004
本馆索书号：
中图分类号：
F830.59
中文译名：
财富管理的现代资产分配
作者：
David M. Berns
编者：
语种：
英语
出版信息
出版社：
Wiley
出版地：
出版年：
2020
版本：
1
版本类型：
原版
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卷期：
文献信息
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前言：
摘要：
内容简介：
This book provides a complete taxonomy of modern methods for constructing investment portfolios. It goes beyond the simplest models and heuristics that are commonly used today and brings advances that are otherwise buried in Ph.D.-level mathematics to the financial advisor community. It covers all aspects of creating client portfolios, including choosing asset classes to invest in, selecting securities within asset classes, client risk preference assessment, portfolio construction, and portfolio rebalancing. Questions answered include: What is client utility? What utility function does mean-variance optimization assume? Is it a good representation of my client? How has the revolution in behavioral finance changed the classic utility assumption? How do you set your clients utility function parameters? How do we define asset classes? Which asset classes should we include in our asset allocation? Which optimization technique should I use given my clients utility function? Does my optimization technique account for higher order moments that are prevalent in todays alternative risk premia?
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