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Asset management : a systematic approach to factor investing

Author: Andrew Ang
Publisher: New York, NY : Oxford University Press, [2014]
Series: Financial Management Association survey and synthesis series.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
Stocks and bonds? Real estate? Hedge funds? Private equity? If you think those are the things to focus on in building an investment portfolio, Andrew Ang has accumulated a body of research that will prove otherwise. In this book, Ang upends the conventional wisdom about asset allocation by showing that what matters aren't asset class labels but the bundles of overlapping risks they represent.
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Document Type: Book
All Authors / Contributors: Andrew Ang
ISBN: 9780199959327 0199959323
OCLC Number: 909488883
Description: xii, 704 pages : illustrations ; 25 cm.
Contents: Preface: Asset Management ; Part I: The Asset Owner ; Chapter 1: Asset Owners ; Chapter 2: Preferences ; Chapter 3: Mean-Variance Investing ; Chapter 4: Investing for the Long Run ; Chapter 5: Investing Over the Life Cycle ; Part II: Factor Risk Premiums ; Chapter 6: Factor Theory ; Chapter 7: Factors ; Chapter 8: Equities ; Chapter 9: Bonds ; Chapter 10: Alpha (and the Low Risk Anomaly) ; Chapter 11: <"Real>" Assets ; Chapter 12: Tax-Efficient Investing ; Chapter 13: Illiquid Assets ; Chapter 14: Factor Investing ; Part III: Delegated Portfolio Management ; Chapter 15: Delegated Investing ; Chapter 16: Mutual Funds and Other 40-Act Funds ; Chapter 17: Hedge Funds ; Chapter 18: Private Equity ; Afterword: Factor Management ; Appendix: Returns ; Acknowledgements ; Bibliography ; Index
Series Title: Financial Management Association survey and synthesis series.
Responsibility: Andrew Ang.

Abstract:

Stocks and bonds? Real estate? Hedge funds? Private equity? If you think those are the things to focus on in building an investment portfolio, Andrew Ang has accumulated a body of research that will prove otherwise. In this book, Ang upends the conventional wisdom about asset allocation by showing that what matters aren't asset class labels but the bundles of overlapping risks they represent.

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Andrew's new book is a useful practitioner-oriented update of the developments in asset management in recent decades. For example, assets are seen as bundles of factors, the fundamental drivers which Read more...

 
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