Kaplan, Paul D. creator ebrary, Inc text bibliography Electronic books. nju Hoboken, N.J John Wiley & Sons c2012 2012 monographic eng

electronic

electronic resource

xxxii, 384 p. : ill. "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.'"-- pt. 1. Equities -- pt. 2. Fixed income, real estate, and alternatives -- pt. 3. Crashes and fat tails -- pt. 4. Doing asset allocation. Paul D. Kaplan. Cover lists Paul D. Kaplan as editor. Includes bibliographical references and index. Electronic reproduction. Palo Alto, Calif. : ebrary, 2012. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. Portfolio management Investments HG4529.5 .K37 2012eb http://site.ebrary.com/lib/rucke/Doc?id=10517330 http://site.ebrary.com/lib/rucke/Doc?id=10517330 CaPaEBR 110711 ebr10517330