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All About Asset Allocation, Second Edition by Richard A. Ferri

All About Asset Allocation, Second Edition Richard A. Ferri ebook
Page: 336
Publisher:
ISBN: 0071700781, 9780071759519
Format: pdf

An Asset class factor model can help make order out of chaos. Likewise, Tim Hale's 'Smarter Investing' and John Kay's 'The Long and The Short of It'. The second set of forecasts uses only the June 2012 data points. There is a lot to be said for asset allocation rules. May I suggest another book that I found not only easy reading but very useful? Asset Allocation Model - Investment U - Investment Research with a. All About Asset Allocation, Second Edition: Richard Ferri. Richard Ferri: “All about Asset Allocation”. All three accurately summarize asset allocation's influence, but it very much depends on how you define the question. Back in mid-March, I came across a link to an interview with David Swensen, chief investment officer for Yale University's endowment and author of the 2005 book Unconventional Success: A Fundamental Approach to Personal Investment. Or in the jargon of the investment industry, I profiled the ex post and ex ante risk premia for GMI, a passive benchmark of all the major asset classes. A slightly less-geeky overview, see the "Reverse Optimization" section in Thomas Idzorek's monograph or Chapter 3 by Gary Brinson in The Portable MBA in Investment I also discuss the basic process in Chapter 9 of my book Dynamic Asset Allocation. Swensen Yale uses active managers, has nothing like 30% of its assets in US stocks (or any such fixed asset allocations at all) and relies on a wide array of alternative assets, many of which aren't easily accessed by individuals.