Adaptive Asset Allocation: Dynamic Global Portfolios to Profit in Good Times - and Bad
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken
Wiley
2016
|
| Ausgabe: | 1st ed |
| Online-Zugang: | TUM01 Inhaltsverzeichnis |
| Beschreibung: | Description based on publisher supplied metadata and other sources |
| Beschreibung: | 1 online resource (227 pages) |
| ISBN: | 9781119220374 9781119220350 |
Internformat
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Datensatz im Suchindex
| _version_ | 1804176794617643008 |
|---|---|
| adam_text | Titel: Adaptive asset allocation
Autor: Butler, Adam
Jahr: 2016
Contents
Acknowledgments xi
PART I THE PHILOSOPHY OF SUCCESSFUL
INVESTING 1
CHAPTER 1 The Most Important Concepts in Wealth Management 5
CHAPTER 2 The Narrative Is Reality 11
CHAPTER Z Tightly Grouped Arrows Nowhere Near the Bull s-eye 15
CHAPTER 4 What Is Gestalt? 19
CHAPTER 5 Measuring the Relative Value of Portfolios 23
CHAPTER 6 The Whole Is Greater than the Sum of Its Parts 27
CHAPTER 7 Our Process Is a Financial Gestalt 29
PART II SAVING AND WITHDRAWING FROM
PORTFOLIOS 31
CHAPTER 8 Beware of Those Pesky Volatility Gremlins 33
CHAPTER 9 It s Not Just the Destination, It s Also the Journey 37
CHAPTER 10 In a Perfect World 39
CHAPTER 11 Home on the Range 41
CHAPTER 12 Timing Is Everything 43
CHAPTER 13 Longevity Risk 47
CHAPTER 14 Plan for the Worst, Hope for the Best 49
53
57
59
63
65
67
73
75
81
83
87
89
91
93
95
103
107
119
121
125
Sequence of Returns for Savers
Individual Rate of Return for Savers
Sequence of Returns for Retirees
Do You Feel Lucky?
CURRENT HIGH VALUATIONS MEAN
LOWER FUTURE RETURNS
A Simple Model to Forecast Equity Market Returns
Implied Future Returns over the Next
20 Years
How Do We Do It?
Forecasts 80 Percent More Accurate than Always
Assuming Long-Term Averages
Roller Coasters Are for Amusement Parks
The Last Five Years Have Been a Triumph for the
Ostriches
AN INVESTMENT FRAMEWORK
FOR STABILITY, GROWTH,
AND MAXIMUM INCOME
A Word about Asset Allocation
The Optimization Machine
Garbage In, Garbage Out
All We Know Is That We Know Nothing
If We Know How Assets Should Behave
A Structurally Diverse Investment Universe
If We Can Estimate Volatility
If We Can Estimate Volatility and Correlation
CHAPTER 33 If We Can Estimate Volatility, Correlations, and Returns 129
CHAPTER 34 Summary of the Optimization Machine 133
CHAPTER 35 Building to Adaptive Asset Allocation 135
CHAPTER 36 Integration of Adaptive Asset Allocation 141
PART V WHY YOU SHOULD TRUST THE RESEARCH 145
CHAPTER 37 The Usefulness and Uselessness of Backtests 147
CHAPTER 38 Tactical Alpha and the Quantitative Case for Active
Asset Allocation 155
CHAPTER 39 Sensitivity of Safe Withdrawal Rates to Longevity,
Market, and Failure Risk Preferences with Implications
for Asset Allocation 181
CHAPTER 40 Winning by Not Losing. Or, Bootstrapping to Estimate
Risk 203
Final Thoughts 207
Bibliography 209
Index 213
|
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| dewey-full | 332.6 |
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| dewey-ones | 332 - Financial economics |
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| isbn | 9781119220374 9781119220350 |
| language | English |
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| spelling | Butler, Adam Verfasser aut Adaptive Asset Allocation Dynamic Global Portfolios to Profit in Good Times - and Bad 1st ed Hoboken Wiley 2016 © 2016 1 online resource (227 pages) txt rdacontent c rdamedia cr rdacarrier Description based on publisher supplied metadata and other sources Philbrick, Michael Sonstige oth Gordillo, Rodrigo Sonstige oth Erscheint auch als Druck-Ausgabe Butler, Adam Adaptive Asset Allocation : Dynamic Global Portfolios to Profit in Good Times - and Bad HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029302424&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Butler, Adam Adaptive Asset Allocation Dynamic Global Portfolios to Profit in Good Times - and Bad |
| title | Adaptive Asset Allocation Dynamic Global Portfolios to Profit in Good Times - and Bad |
| title_auth | Adaptive Asset Allocation Dynamic Global Portfolios to Profit in Good Times - and Bad |
| title_exact_search | Adaptive Asset Allocation Dynamic Global Portfolios to Profit in Good Times - and Bad |
| title_full | Adaptive Asset Allocation Dynamic Global Portfolios to Profit in Good Times - and Bad |
| title_fullStr | Adaptive Asset Allocation Dynamic Global Portfolios to Profit in Good Times - and Bad |
| title_full_unstemmed | Adaptive Asset Allocation Dynamic Global Portfolios to Profit in Good Times - and Bad |
| title_short | Adaptive Asset Allocation |
| title_sort | adaptive asset allocation dynamic global portfolios to profit in good times and bad |
| title_sub | Dynamic Global Portfolios to Profit in Good Times - and Bad |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029302424&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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