Theory and Methodology of Tactical Asset Allocation

Theory and Methodology of Tactical Asset Allocation pdf epub mobi txt 電子書 下載2025

出版者:Wiley
作者:Wai Lee
出品人:
頁數:159
译者:
出版時間:2000-8
價格:USD 105.00
裝幀:Hardcover
isbn號碼:9781883249724
叢書系列:
圖書標籤:
  • 資産配置
  • 戰術性資産配置
  • 投資組閤管理
  • 投資策略
  • 金融工程
  • 投資方法學
  • 量化投資
  • 風險管理
  • 投資理論
  • 投資組閤構建
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具體描述

Asset allocation has long been viewed as a safe bet for reducing risk in a portfolio. Asset allocators strive to buy when prices are low and sell when prices rise. Tactical asset allocation (TAA) practitioners tend to emphasize shorter-term adjustments, reducing exposure when recent market performance has been good, and increasing exposure in a slipping market (in contrast to dynamic asset allocation, or portfolio insurance). As interest in this technique continues to grow, J.P. Morgan's Wai Lee provides comprehensive coverage of the analytical tools needed to successfully implement and monitor tactical asset allocation.

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