About the book
Innovative approaches to putting asset allocation into practice
Building on more than 15 years of asset-allocation research, Paul D. Kaplan, who led the development of the methodologies behind the Morningstar Rating(TM) and the Morningstar Style Box(TM), tackles key challenges investor professionals face when putting asset-allocation theory into practice. This book addresses common issues such as:
- How should 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 industry luminaries who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan explains allocation theory, creates new strategies, and corrects common misconceptions, offering original insights 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 tools, which Kaplan dubs \"Markowitz 2.0.\"
Editions of Frontiers of Modern Asset Allocation
- Hardcover
- ISBN 9781118115060
- EBook
- ISBN 9781118173015
- EBook
- ISBN 9781119205401
- EBook
- ISBN 9781118172995
Read an Excerpt
Innovative approaches to putting asset allocation into practice
Building on more than 15 years of asset-allocation research, Paul D. Kaplan, who led the development of the methodologies behind the Morningstar Rating(TM) and the Morningstar Style Box(TM), tackles key challenges investor professionals face when putting asset-allocation theory into practice. This book addresses common issues such as:
- How should 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 industry luminaries who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan explains allocation theory, creates new strategies, and corrects common misconceptions, offering original insights 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 tools, which Kaplan dubs \"Markowitz 2.0.\"
Frequently Asked Questions
What is Frontiers of Modern Asset Allocation about?
Innovative approaches to putting asset allocation into practice
Building on more than 15 years of asset-allocation research, Paul D. Kaplan, who led the development of the methodologies behind the Morningstar Rating(TM) and the Morningstar Style Box(TM), tackles key challenges investor professionals face when putting asset-allocation theory into practice. This book addresses common issues such as:
- How should 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 industry luminaries who have greatly influenced the evolution of asset allocation, including Harry Markowitz, Roger Ibbotson, and the late Benoit Mandelbrot. Throughout the book, Kaplan explains allocation theory, creates new strategies, and corrects common misconceptions, offering original insights 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 tools, which Kaplan dubs \"Markowitz 2.0.\"
What core themes, tropes, or subjects are explored in Frontiers of Modern Asset Allocation?
Economics, Finance, Business and Management > Finance and accounting > Finance and the finance industry
Where can I read a sample of Frontiers of Modern Asset Allocation?
You can read an official preview of the few pages here https://www.book2look.com/book/9781118115060
Is Frontiers of Modern Asset Allocation part of a series, and can it be read as a standalone?
Yes it is a part of series Wiley Finance
Who is/are the Author/s of the book Frontiers of Modern Asset Allocation?
Laurence B. Siegel
Who is the Publisher of the book Frontiers of Modern Asset Allocation?
Wiley
What are the ISBN numbers for the physical and digital editions?
Frontiers of Modern Asset Allocation is available as hardcover(ISBN 9781118115060) and ebook(ISBN 9781118173015) and ebook(ISBN 9781119205401) and ebook(ISBN 9781118172995)
Where can I buy Frontiers of Modern Asset Allocation online or support local independent bookshops?
You can buy Frontiers of Modern Asset Allocation from below
Where can I buy Frontiers of Modern Asset Allocation?