Index
Active management
decision framework
evidence of market efficiency
versus passive management
Active return. See Alpha
Active risk. See Tracking error
Alpha
Alpha-beta separation
Alternative asset classes
adding to strategic asset allocation
adding to traditional asset classes
asset liability modeling
benefits
broad characteristics
characteristics
costs
dangers of optimization
hedge funds
infrastructure
private equity
private real estate
proportion of portfolio
uncertainty of risk and return
Ambachtsheer, Keith
Anomalies
behavior of past stock prices
predictability based on financial metrics
seasonal patterns
size effect
value effect
Anson, Mark
Appraisal-based pricing
correlations and
private equity
Asset allocation policy. See Strategic asset allocation
Asset class returns
Asset classes, forming portfolios
Asset liability modeling
Asset mixes
Backfill bias
Barclays Global Aggregate Index
Barriers, acceptance of efficient markets
Behavioral effects
attributing successes and failures
aversion to loss realization
illusion of control
illusion of knowledge
Benchmarks
characteristics of good benchmarks
market capitalization
Berk, Jonathan
Bernstein, Peter
Beta
Bias
backfill
home-country
liquidation
self-selection
style
survivorship
Bogle, John
Bonds. See Fixed income
Bonds asset-allocation parameters
Bowman, Robert
Brinson, Gary
Capital Motors Pension Plan (CMPP), case study
asset class structure
fund design
investment choice options
investment objectives
investment strategy ...
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