000 02240nam a2200325 a 4500
005 20250930133533.0
008 120612s2012 nju b 001 0 eng
020 _a9781118115060
_cRM235.69
039 9 _a201206211842
_bzaina
_c201206120955
_drahah
_y06-12-2012
_zrahah
040 _aDLC
_cDLC
_dDLC
_dUKM
090 _aHG4529.5.K356
090 _aHG4529.5
_b.K356
100 1 _aKaplan, Paul D.
245 1 0 _aFrontiers of modern asset allocation /
_cPaul D. Kaplan.
260 _aHoboken, N.J. :
_bJohn Wiley & Sons,
_c2012.
300 _axxxii, 384 p. :
_bill. ;
_c23 cm.
490 0 _aWiley finance series
504 _aIncludes bibliographical references and index.
520 _a'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.''--
_cProvided by publisher.
650 0 _aPortfolio management.
650 0 _aInvestments.
_960067
856 4 1 _3Table of contents only
_uhttp://www.loc.gov/catdir/enhancements/fy1114/2011029303-t.html
907 _a.b15393574
_b2019-11-12
_c2019-11-12
942 _c01
_n0
_kHG4529.5.K356
914 _avtls003504177
990 _azsz
991 _aFakulti Sains Sosial dan Kemanusiaan
998 _at
_b2012-12-06
_cm
_da
_feng
_gnju
_y0
_z.b15393574
999 _c522855
_d522855