|
|
|
|
| LEADER |
00000cam a2200000Mu 4500 |
| 001 |
on1155320216 |
| 003 |
OCoLC |
| 005 |
20240623213015.0 |
| 006 |
m d |
| 007 |
cr ||||||||||| |
| 008 |
200620s2020 xx o ||| 0 eng d |
| 040 |
|
|
|a EBLCP
|b eng
|c EBLCP
|d REDDC
|d OCLCF
|d OCLCQ
|d OCLCO
|d OCLCL
|d SXB
|d OCLCO
|
| 020 |
|
|
|a 9781119567004
|
| 020 |
|
|
|a 1119567009
|
| 035 |
|
|
|a (OCoLC)1155320216
|
| 050 |
|
4 |
|a HG4529.5
|b .B476 2020
|
| 049 |
|
|
|a HCDD
|
| 100 |
1 |
|
|a Berns, David M.
|
| 245 |
1 |
0 |
|a Modern Asset Allocation for Wealth Management
|h [electronic resource].
|
| 260 |
|
|
|a Newark :
|b John Wiley & Sons, Incorporated,
|c 2020.
|
| 300 |
|
|
|a 1 online resource (139 p.).
|
| 490 |
1 |
|
|a Wiley Finance Ser.
|
| 500 |
|
|
|a Description based upon print version of record.
|
| 505 |
0 |
|
|a Cover -- Title Page -- Copyright -- Contents -- Preface -- Acknowledgments -- Chapter1 Preliminaries -- Expected Utility -- Introduction -- MPT Is an Approximation -- Higher Moment Motivation -- Modernized Preference Motivation -- A Modern Utility Function -- Returns-Based EU Maximization -- Estimation Error -- Introduction -- Minimizing Estimation Error -- Reducing Sensitivity to Estimation Error -- A Modern Definition of Asset Allocation -- Chapter 2 The Client Risk Profile -- Introduction -- Measuring Preferences -- Risk Aversion -- Loss Aversion -- Reflection -- Lottery Question Sizing
|
| 505 |
8 |
|
|a Incorporating Goals -- Preference Moderation via SLR -- Discretionary Wealth -- Comparison with Monte Carlo -- Comparison with Glidepaths -- Chapter3 Asset Selection -- Introduction -- Moment Contributions -- Overview -- Calculation -- Utility Contribution -- Mimicking Portfolios -- A New Asset Class Paradigm -- Overview -- A Review of Risk Premia -- From Assets to Asset Classes -- Chapter 4 Capital Market Assumptions -- Introduction -- Using History as Our Forecast -- Background -- Estimation Error and Sample Size -- Stationarity: Does History Repeat? -- Adjusting Forecasts
|
| 505 |
8 |
|
|a Pre-Tax Adjustments -- Post-Tax Adjustments -- Chapter 5 Portfolio Optimization -- Introduction -- Optimization Results -- To MPT or Not to MPT? -- Asset Allocation Sensitivity -- Final Remarks -- Bibliography -- Index -- EULA
|
| 650 |
|
0 |
|a Investments
|x Management.
|
| 650 |
|
0 |
|a Portfolio management
|x Statistical methods.
|
| 650 |
|
0 |
|a Investments.
|
| 650 |
|
7 |
|a Investments
|x Management
|2 fast
|
| 758 |
|
|
|i has work:
|a Modern asset allocation for wealth management (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCGTvYpCtpwQ4WctvDTK3HC
|4 https://id.oclc.org/worldcat/ontology/hasWork
|
| 776 |
0 |
8 |
|i Print version:
|a Berns, David M.
|t Modern Asset Allocation for Wealth Management
|d Newark : John Wiley & Sons, Incorporated,c2020
|z 9781119566946
|
| 830 |
|
0 |
|a Wiley Finance Ser.
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/holycrosscollege-ebooks/detail.action?docID=6173681
|y Click for online access
|
| 903 |
|
|
|a EBC-AC
|
| 994 |
|
|
|a 92
|b HCD
|