Home Frontiers of Modern Asset Allocation by Paul D. Kaplan (Editor); Foreword by Laurence B. Siegel (ISBN: 9781118115060)

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Frontiers of Modern Asset Allocation Hardback - 2011 - 1st Edition

Name: Frontiers of Modern Asset Allocation
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ISBN: 9781118115060

by Paul D. Kaplan (Editor); Foreword by Laurence B. Siegel

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From the publisher

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."

From the jacket flap

Paul D. Kaplan has been right in the middle of these developments. First as a researcher for Ibbotson Associates and now for Morningstar, Dr. Kaplan has published dozens of articles and research papers over the past fifteen years that dig deeply into analyzing the moving parts of portfolio creation. In addition to pushing the asset-allocation debate forward with his research, Dr. Kaplan has helped develop products and tools for institutions, financial advisors, and individual investors that have made it practical to put the concepts of asset allocation into everyday use.

In Frontiers of Modern Asset Allocation, Dr. Kaplan brings together twenty-seven of his best articles and interviews. He divides the book into four parts--Equities; Fixed Income, Real Estate, and Alternatives; Crashes and Fat Tails; and Doing Asset Allocation--examining everything from how asset classes should be defined to whether they should be represented by market value-weighted indexes or other principles. The book also includes interviews with industry luminaries who have greatly influenced the evolution of asset allocation, including Markowitz, Roger Ibbotson, and the late Benot Mandelbrot. Frontiers of Modern Asset Allocation is essential reading for institutional investors, wealth managers, financial planners, and academics. It 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 Dr. Kaplan dubs "Markowitz 2.0," in honor of the father of Modern Portfolio Theory.

Details

Title Frontiers of Modern Asset Allocation
Author Paul D. Kaplan (Editor); Foreword by Laurence B. Siegel
Binding Hardback
Edition number 1st
Edition 1
Pages 416
Volumes 1
Language ENG
Publisher Wiley, Hoboken, New Jersey
Publication date 2011-12-27
Features Bibliography, Index
ISBN 9781118115060 / 1118115066
Weight 1.37 lbs (0.62 kg)
Dimensions 9.45 x 6.25 x 1.31 in (24.00 x 15.88 x 3.33 cm)
Themes
- Aspects (Academic): Business Aspects
Category Business / Economics / Finance
Library of Congress subjects Investments, Portfolio management
Library of Congress Catalogue Number 2011029303
Dewey Decimal Code 332.6

About the author

PAUL D. KAPLAN is quantitative research director at Morningstar Europe and is responsible for the quantitative methodologies behind Morningstar's fund analysis, indexes, advisor tools, and other services. Dr. Kaplan conducts research on investment style analysis, performance and risk measurement, asset allocation, retirement-income planning, portfolio construction, index methodologies, and alternative investments. He led the development of quantitative methodologies behind the Morningstar Rating for funds (Morningstar's star rating), the Morningstar Style Box, and the Morningstar family of indexes. Many of Dr. Kaplan's research papers have been published in professional books and publications such as the Financial Analysts Journal, the Journal of Portfolio Management, the Journal of Wealth Management, the Journal of Investing, the Journal of Performance Measurement, the Journal of Indexes, and the Handbook of Equity Style Management. He received the 2008 Graham and Dodd Award and won a Graham and Dodd Award of Excellence in 2000.

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