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Index
Cover
Title Page
Copyright
Contents
PREFACE
ACKNOWLEDGMENTS
ABOUT THE CFA INSTITUTE INVESTMENT SERIES
CHAPTER 1: BASICS OF PORTFOLIO PLANNING AND CONSTRUCTION
LEARNING OUTCOMES
1. INTRODUCTION
2. PORTFOLIO PLANNING
3. PORTFOLIO CONSTRUCTION
4. CONCLUSION AND SUMMARY
REFERENCES
PRACTICE PROBLEMS
CHAPTER 2: SECURITY MARKET INDEXES
LEARNING OUTCOMES
1. INTRODUCTION
2. INDEX DEFINITION AND CALCULATIONS OF VALUE AND RETURNS
3. INDEX CONSTRUCTION AND MANAGEMENT
4. USES OF MARKET INDEXES
5. EQUITY INDEXES
6. FIXED-INCOME INDEXES
7. INDEXES FOR ALTERNATIVE INVESTMENTS
8. SUMMARY
PRACTICE PROBLEMS
CHAPTER 3: CAPITAL MARKET EXPECTATIONS, PART 1: FRAMEWORK AND MACRO CONSIDERATIONS
LEARNING OUTCOMES
1. INTRODUCTION
2. FRAMEWORK AND CHALLENGES
3. ECONOMIC AND MARKET ANALYSIS
4. SUMMARY
REFERENCES
PRACTICE PROBLEMS
CHAPTER 4: CAPITAL MARKET EXPECTATIONS, PART 2: FORECASTING ASSET CLASS RETURNS
LEARNING OUTCOMES
1. INTRODUCTION
2. OVERVIEW OF TOOLS AND APPROACHES
3. FORECASTING FIXED-INCOME RETURNS
4. FORECASTING EQUITY RETURNS
5. FORECASTING REAL ESTATE RETURNS
6. FORECASTING EXCHANGE RATES
7. FORECASTING VOLATILITY
8. ADJUSTING A GLOBAL PORTFOLIO
9. SUMMARY
REFERENCES
PRACTICE PROBLEMS
CHAPTER 5: OVERVIEW OF ASSET ALLOCATION
LEARNING OUTCOMES
1. INTRODUCTION
2. ASSET ALLOCATION: IMPORTANCE IN INVESTMENT MANAGEMENT
3. THE INVESTMENT GOVERNANCE BACKGROUND TO ASSET ALLOCATION
4. THE ECONOMIC BALANCE SHEET AND ASSET ALLOCATION
5. APPROACHES TO ASSET ALLOCATION
6. STRATEGIC ASSET ALLOCATION
7. IMPLEMENTATION CHOICES
8. REBALANCING: STRATEGIC CONSIDERATIONS
9. SUMMARY
REFERENCES
PRACTICE PROBLEMS
CHAPTER 6: PRINCIPLES OF ASSET ALLOCATION
LEARNING OUTCOMES
1. INTRODUCTION
2. DEVELOPING ASSET-ONLY ASSET ALLOCATIONS
3. DEVELOPING LIABILITY-RELATIVE ASSET ALLOCATIONS
4. DEVELOPING GOALS-BASED ASSET ALLOCATIONS
5. HEURISTICS AND OTHER APPROACHES TO ASSET ALLOCATION
6. PORTFOLIO REBALANCING IN PRACTICE
7. CONCLUSIONS
REFERENCES
PRACTICE PROBLEMS
CHAPTER 7: ASSET ALLOCATION WITH REAL-WORLD CONSTRAINTS
LEARNING OUTCOMES
1. INTRODUCTION
2. CONSTRAINTS IN ASSET ALLOCATION
3. ASSET ALLOCATION FOR THE TAXABLE INVESTOR
4. REVISING THE STRATEGIC ASSET ALLOCATION
5. SHORT-TERM SHIFTS IN ASSET ALLOCATION
6. DEALING WITH BEHAVIORAL BIASES IN ASSET ALLOCATION
7. SUMMARY
REFERENCES
PRACTICE PROBLEMS
CHAPTER 8: ASSET ALLOCATION TO ALTERNATIVE INVESTMENTS
LEARNING OUTCOMES
1. INTRODUCTION
2. THE ROLE OF ALTERNATIVE INVESTMENTS IN A MULTI-ASSET PORTFOLIO
3. DIVERSIFYING EQUITY RISK
4. PERSPECTIVES ON THE INVESTMENT OPPORTUNITY SET
5. INVESTMENT CONSIDERATIONS RELEVANT TO THE DECISION TO INVEST IN ALTERNATIVES
6. SUITABILITY CONSIDERATIONS
7. ASSET ALLOCATION APPROACHES
8. LIQUIDITY PLANNING
9. MONITORING THE INVESTMENT PROGRAM
10. SUMMARY
REFERENCES
PRACTICE PROBLEMS
CHAPTER 9: EXCHANGE-TRADED FUNDS: MECHANICS AND APPLICATIONS
LEARNING OUTCOMES
1. INTRODUCTION
2. ETF MECHANICS
3. UNDERSTANDING ETFS
4. ETFS IN PORTFOLIO MANAGEMENT
5. SUMMARY
PRACTICE PROBLEMS
CHAPTER 10: CASE STUDY IN PORTFOLIO MANAGEMENT: INSTITUTIONAL
LEARNING OUTCOMES
1. INTRODUCTION
2. BACKGROUND: LIQUIDITY MANAGEMENT
3. QUINCO CASE
4. SUMMARY
REFERENCES
PRACTICE PROBLEMS
GLOSSARY
ABOUT THE AUTHORS
ABOUT THE CFA PROGRAM
INDEX
END USER LICENSE AGREEMENT
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