Multi-Asset Class Investment Strategy

Guy Fraser-Sampson - Collection Finance/Investment

320 pages, parution le 29/06/2006

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Résumé

The book explains that instead of asset allocation being set in an isolated and arbitrary fashion, it is in fact the way in which specific hurdle investment returns can be targeted, and that this approach is already in use in the US (and has been for many years). It involves extended and detailed financial analysis of various asset class returns and proposes a five-asset class approach for future use.

Opening with a study of the historic asset allocation practice of UK pension funds, the book shows how the current approach has led to the present funding crisis. It goes on to compare and contrast the UK approach with that of the US and to propose a new approach to UK asset allocation: the five asset class approach ("MAC Investing").

The book reviews and analyses different asset classes based on historic returns, examines risk, and concludes with a suggestion of the five asset classes to use; Quoted equities (both Domestic and foreign), hedge funds, private equity and property. This book also includes benchmark performance figures never previously published.

L'auteur - Guy Fraser-Sampson

Guy Fraser-Sampson has twenty years' experience of the investment industry across a range of asset classes, most notably private equity. His career has included a spell as Investment Controller with the Abu Dhabi Investment Authority, and setting up and running for several years the European operations of one of the world's leading fund of funds managers.

Sommaire

Investment Strategy
Multi Asset Class Investing
Risk
How to Define Risk
How to Calculate Risk
Quoted Equity
Hedge Funds
Private Equity
Property
LDI and Portable Alpha: Rival Strategies?
Liquidity
Portfolio Performance
Appendix 1: Tables of Performance Figures
Appendix 2: Investment Strategies for DC Schemes and Mature Pension Plans

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Guy Fraser-Sampson
Collection	Finance/Investment
Parution	29/06/2006
Nb. de pages	320
Format	16 x 23,5
Couverture	Relié
Poids	590g
Intérieur	Noir et Blanc
EAN13	9780470027998
ISBN13	978-0-470-02799-8