Download or read book Cycles d investissement et allocation d actifs written by Eric Mijot and published by . This book was released on 2018-06-22 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Allocation d actifs written by Jean-François Boulier and published by . This book was released on 2024-04-22 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Allocation d actifs written by Pierre Hervé, économiste and published by . This book was released on 2012-09-03 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: L'allocation d'actifs est souvent considérée comme l'activité la plus complète de la gestion de portefeuilles d'actifs financiers. En effet, elle requiert des prises de positions sur les pays ou zones géographiques mais aussi sur les actifs eux-mêmes : action, obligation, monétaire, immobilier, etc. La succession des crises récentes rend le sujet encore plus brûlant. Ce livre est le résultat de la collaboration d'un groupe constitué de professeurs et de professionnels de la finance qui ont souhaité faire partager leurs connaissances et expériences dans le domaine de l'allocation d'actifs. Cette initiative, peu courante en France. sera - nous l'espérons - l'occasion pour le lecteur de se confronter à différents points de vue. L'étendue du sujet nous a conduit à diviser le livre en cinq grands chapitres, chronologiques dans le processus de décision du gérant d'actifs : macro-économie et prévisions financières, allocation d'actifs stratégique, allocation d'actifs tactique, construction de portefeuilles, gestion du risque. Cet ouvrage est destiné à toute personne intéressée par la gestion d'actifs, qu'elle travaille dans ce domaine, qu'elle l'étudie ou plus simplement qu'elle cherche à en connaître davantage sur un sujet rarement traité dans sa globalité.
Download or read book Allocation d actifs et gestion de portefeuilles institutionnels written by Philippe Auffray and published by . This book was released on 2020-10-08 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book L allocation d actifs written by Lucien Razafinimaro and published by . This book was released on 1998 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: L'allocation d'actifs est la répartition des fonds mis à la disposition du gérant de portefeuille dans les différentes classes d'actifs. Elle peut être réalisée avant, pendant ou après l'horizon d'investissement. Notre but est de présenter une démarche d'allocation d'actif au début de l'horizon d'investissement. Le gérant doit tenir compte des engagements et limiter les modifications de portefeuille. La première contrainte est liée à l'allocation stratégique et la deuxième est fondée sur les compléments de l'allocation stratégique. Les compléments de l'allocation stratégique sont l'allocation tactique et le market timing. ils doivent respecter les directives de l'allocation stratégique. Nous nous intéressons alors à la complémentarité de ces démarches à travers la théorie et la pratique. Nous observons que les résultats des compléments d'allocation stratégique sont conformes à ceux de l'allocation stratégique.
Download or read book Mastering the Art of Asset Allocation Chapter 10 Sources of Information written by CFA Darst, David M. and published by McGraw Hill Professional. This book was released on 2006-09-21 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt: The following chapter comes from Mastering the Art of Asset Allocation, which focuses on the knowledge and nuances that will help you achieve asset allocation success. Asset allocation authority David Darst builds upon his bestselling The Art of Asset Allocation to explore every aspect of asset allocation from foundations through correlations, providing you with detailed techniques for understanding and implementing asset allocation in any portfolio.
Download or read book Active Asset Allocation written by Robert D. Arnott and published by Irwin Professional Publishing. This book was released on 1992 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: No issue is more critical to institutional investors than asset allocation. In today's volatile and increasingly global financial markets, asset mix and portfolio allocation are ever more important. However, the term asset allocation means different things to different people in different contexts. Whether policy asset allocation, tactical asset allocation or dynamic strategies for asset allocation, the policies and tactics are designed to reshape the return distribution. Because there are a number of decisions to make and issues to evaluate when reviewing asset allocation, this authoritative text assembles some of the best thinking in the investment world today on the subject of asset allocation. In Active Asset Allocation, pension sponsors, endowment and foundation managers and portfolio managers will find answers to many of the perplexing problems of assessing and managing the asset mix. Editors Robert D. Arnott and Frank J. Fabozzi, joined by a host of eminent practitioners and theoreticians, focus on the many dimensions of the asset allocation decision, tactical asset allocation and the risks associated with active asset allocation. Completely revised to reflect the latest thinking, Active Asset Allocation updates the ground-breaking material that made the first edition a critically acclaimed best-seller. Some of these current thoughts on asset allocation are communicated through a comprehensive series of chapters, including Managing the Asset Mix; Asset Performance and Surplus Control; Risk-Adjusted Surplus; Tax Consequences of Trading; A Disciplined Approach to Global Asset Allocation; Does Tactical Asset Allocation Work? and At Last, a Rational Case forLong-Horizon Risk Tolerance and for Asset Allocation Timing?
Download or read book Sc narios conomiques et techniques d allocation d actifs written by Alaeddine Faleh and published by . This book was released on 2012 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Le présent ouvrage, inspiré principalement des travaux de thèse de doctorat d'A Faleh, est consacré aux modèles d'allocation stratégique d'actifs et à leurs applications pour la gestion des réserves financières dans un cadre de gestion actif-passif. Les approches développées pour les fonds de retraite peuvent également être adaptées au cadre d'une allocation d'actifs d'une société d'assurance. S'inscrivant dans une démarche de continuité avec plusieurs livres sur l'ALM publiés dans la collection AAA, notamment celui de Le Vallois et al, ce travail se distingue par l'attention toute particulière portée aux techniques récentes d'allocation d'actifs et les aspects de mise en oeuvre correspondante. Deux points particuliers font ainsi l'objet d'un examen approfondi : d'une part les générateurs de scénarios économiques (GSE) utilisés pour la modélisation des fluctuations des actifs financiers sur le long-terme puis, dans un deuxième temps, les modèles proposés pour l'élaboration de l'allocation d'actifs elle-même. A chaque fois les aspects théoriques précédent la mise en oeuvre opérationnelle sur des exemples. Plus particulièrement destiné aux actuaires et aux étudiants en actuariat, il constitue une référence utile à l'ensemble des personnes concernées par les questions d'ALM dans un contexte d'assurance ou de retraite (auditeurs, consultants, investisseurs).
Download or read book Mastering the Art of Asset Allocation Chapter 1 Essentials of Allocation Mastery written by CFA Darst, David M. and published by McGraw Hill Professional. This book was released on 2006-09-21 with total page 554 pages. Available in PDF, EPUB and Kindle. Book excerpt: The following chapter comes from Mastering the Art of Asset Allocation, which focuses on the knowledge and nuances that will help you achieve asset allocation success. Asset allocation authority David Darst builds upon his bestselling The Art of Asset Allocation to explore every aspect of asset allocation from foundations through correlations, providing you with detailed techniques for understanding and implementing asset allocation in any portfolio.
Download or read book L allocation d actifs et march s financiers written by Hicham Sadok and published by . This book was released on 2002 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Portfolio Management in Practice Volume 2 written by CFA Institute and published by John Wiley & Sons. This book was released on 2020-01-11 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discover the latest essential resource on asset allocation for students and investment professionals. Part of the CFA Institute’s three-volume Portfolio Management in Practice series, Asset Allocation offers a deep, comprehensive treatment of the asset allocation process and the underlying theories and markets that support it. As the second volume in the series, Asset Allocation meets the needs of both graduate-level students focused on finance and industry professionals looking to become more dynamic investors. Filled with the insights and industry knowledge of the CFA Institute’s subject matter experts, Asset Allocation effectively blends theory and practice while helping the reader expand their skillsets in key areas of interest. This volume provides complete coverage on the following topics: Setting capital market expectations to support the asset allocation process Principles and processes in the asset allocation process, including handling ESG-integration and client-specific constraints Allocation beyond the traditional asset classes to include allocation to alternative investments The role of exchange-traded funds can play in implementing investment strategies An integrative case study in portfolio management involving a university endowment To further enhance your understanding of tools and techniques explored in Asset Allocation, don’t forget to pick up the Portfolio Management in Practice, Volume 2: Asset Allocation Workbook. The workbook is the perfect companion resource containing learning outcomes, summary overview sections, and challenging practice questions that align chapter-by-chapter with the main text.
Download or read book Gestion financi re des fonds de pension written by Fabrice Hervé and published by . This book was released on 2003 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asset Allocation and Private Markets written by Cyril Demaria and published by John Wiley & Sons. This book was released on 2021-03-03 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: The comprehensive guide to private market asset allocation Asset Allocation and Private Markets provides institutional investors, such as pension funds, insurance groups and family offices, with a single-volume authoritative resource on including private markets in strategic asset allocation. Written by four academic and practitioner specialists, this book provides the background knowledge investors need, coupled with practical advice from experts in the field. The discussion focuses on private equity, private debt and private real assets, and their correlation with other asset classes to establish optimized investment portfolios. Armed with the grounded and critical perspectives provided in this book, investors can tailor their portfolio and effectively allocate assets to traditional and private markets in their best interest. In-depth discussion of return, risks, liquidity and other factors of asset allocation takes a more practical turn with guidance on allocation construction and capital deployment, the “endowment model,” and hedging — or lack thereof. Unique in the depth and breadth of information on this increasingly attractive asset class, this book is an invaluable resource for investors seeking new strategies. Discover alternative solutions to traditional asset allocation strategies Consider attractive returns of private markets Delve into private equity, private debt and private real assets Gain expert perspectives on correlation, risk, liquidity, and portfolio construction Private markets represent a substantial proportion of global wealth. Amidst disappointing returns from stocks and bonds, investors are increasingly looking to revitalise traditional asset allocation strategies by weighting private market structures more heavily in their portfolios. Pension fund and other long-term asset managers need deeper information than is typically provided in tangential reference in broader asset allocation literature; Asset Allocation and Private Markets fills the gap, with comprehensive information and practical guidance.
Download or read book YELLOW BELLFLOWER AND JONATHAN written by and published by . This book was released on 1948 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Strat gies d allocation d actifs bas es sur les changements de r gime written by Carl Dussault and published by . This book was released on 2013 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book L apport de l allocation d actifs dans l quilibre financier des syst mes de retraite fran ais written by Linh Dang and published by . This book was released on 1999 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book La gestion d actifs quantitative written by Thierry Roncalli and published by . This book was released on 2010 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: La convergence de la gestion alternative et de la gestion traditionnelle, d'une part, l'émergence de la gestion quantitative, d'autre part, reflètent la profonde mutation de la gestion d'actifs. Ce livre propose d'aborder ces différents thèmes, tous fondés sur le contrôle du risque et les modèles d'allocation d'actifs. Cet ouvrage offre un panorama des différentes modalités de la gestion quantitative, allant de la gestion indicielle à la gestion hedge funds en passant par les gestions structurée, diversifiée, profilée ou de performance absolue. L'ouvrage présente également les différentes stratégies quantitatives que sont les stratégies de réplication, d'allocation, d'options, de volatilité, d'arbitrage ou encore les stratégies trend following et mean reverting. Il montre en particulier comment l'optimisation de portefeuille, l'économétrie financière et les stratégies de gestion s'emboîtent pour former une stratégie quantitative. Il contient de nombreux exemples et illustrations portant sur les différentes classes d'actifs (actions, taux d'intérêt, change et matières premières). Ce livre s'adresse aux étudiants de master, qui veulent devenir des " quants " et travailler dans la finance quantitative, et aux professionnels qui cherchent à mieux comprendre les modèles mathématiques et statistiques utilisés dans la gestion d'actifs.
