02539nam a2200361 a 4500 ebr10517330 CaPaEBR m u cr cn||||||||| 110711s2012 njua sb 001 0 eng d 2011029303 9781118115060 9781118173015 (e-book) CaPaEBR CaPaEBR (OCoLC)773831634 HG4529.5 .K37 2012eb Kaplan, Paul D. Frontiers of modern asset allocation [electronic resource] / Paul D. Kaplan. Hoboken, N.J. : John Wiley & Sons, c2012. xxxii, 384 p. : ill. Wiley finance Cover lists Paul D. Kaplan as editor. Includes bibliographical references and index. pt. 1. Equities -- pt. 2. Fixed income, real estate, and alternatives -- pt. 3. Crashes and fat tails -- pt. 4. Doing asset allocation. "Through a series of articles spanning over 15 years of research, Paul D. Kaplan, who developed the methodologies behind the Morningstar Rating and the Morningstar Style Box tackles the issues investors face when they attempt to put the concepts of asset allocation into practice, among them: How should the asset classes be defined? Should equities be divided into asset classes based on investment style, geography, or other factors? Should asset classes be represented by market-cap-weighted indexes or should other principles, such as fundamental weights, be used? How do actively managed funds fit into asset-class mixes? Kaplan also interviews the intellectuals who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan offers his own opinions and analysis. He includes three appendices that put theory into action with technical details for new asset-allocation frameworks, including the next generation of portfolio construction, which Kaplan dubs 'Markowitz 2.0.'"-- Provided by publisher. Electronic reproduction. Palo Alto, Calif. : ebrary, 2012. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. Portfolio management. Investments. Electronic books. local ebrary, Inc. Wiley finance series. http://site.ebrary.com/lib/rucke/Doc?id=10517330 An electronic book accessible through the World Wide Web; click to view 224968 224968