Strategic asset allocation

Part 1 of ebook "The new science of asset allocation: Risk management in a multi-asset world" provides readers with contents including: a brief history of asset allocation; measuring risk; alpha and beta, and the search for a true measure of manager value; asset classes - what they are and where to put them; strategic, tactical, and dynamic asset allocation; core and satellite investment - market/manager based alternatives; sources of risk and return in alternative investments;...

188p thamnhuocgiai 24-09-2023 8 3   Download

Ebook Strategic risk management: A practical guide to portfolio risk management – Part 1 includes contents: Chapter 1 strategic risk management framework, chapter 2 governance risk, chapter 3 investment beliefs, chapter 4 fund’s purpose, chapter 5 strategic asset allocation, chapter 6 hedge funds, chapter 7 private equity, chapter 8 benchmarks, chapter 9 tactical asset allocation.

154p haojiubujain02 03-07-2023 6 1   Download

Chapter 7 - Basics of portfolio planning and construction. This chapter is organized as follows: Section 2 discusses the investment policy statement, a written document that captures the client’s investment objectives and the constraints. Section 3 discusses the portfolio construction process, including the first step of specifying a strategic asset allocation for the client. Section 4 concludes and summarizes the reading.

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As an asset class, we believe bank loans are likely to outperform most other fixed income asset classes that have duration risk in a rising interest rate environment. That potential outperformance will likely be somewhat muted in the early phases of the environment, due to LIBOR floors. As with other tactical or strategic allocations, the attractiveness of bank loans should be assessed against the investor’s overall objectives.

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Investing in higher-risk, illiquid, targeted investments are part of an active portfolio and are more time-intensive than a passively managed portfolio. As such, pension funds that have adopted formal policies limit their total investments in this category to two percent of total assets in line with their broader strategic asset allocation policy. Pension funds seek portfolio diversification through a strategic asset allocation policy in which the fund or its consultants set a target percentage to each asset class—traditional and alternative investments.

10p quaivatdo 18-11-2012 86 4   Download