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Index
Praise for Reducing the Risk of Black Swans
Half Title Page
Title Page
Copyright
Contents
Acknowledgements
Preface
Foreword
Introduction
Part I: Using the Science of Investing to Build More Efficient Portfolios
Chapter 1: How to Think About Expected Stock Returns
Chapter 2: A Brief History of Modern Financial Theory
Chapter 3: Building a More Efficient Portfolio
Chapter 4: Is the “Larry Portfolio” Well Diversified?
Part II: Alternative Investments
Chapter 5: Alternative Lending
Chapter 6: Reinsurance
Chapter 7: The Variance Risk Premium
Chapter 8: AQR Style Premia Alternative Fund
Chapter 9: Time-Series Momentum
Chapter 10: How Much to Allocate to Alternatives?
Conclusion
Appendix A: Monte Carlo Simulations
Appendix B: Other Known Sources of Return
Appendix C: The Role of REITs in a Diversified Portfolio
Appendix D: How to Evaluate Index and Passive Funds
Appendix E: Enough
Appendix F: Implementation (Mutual Funds and ETFs)
Sources of Data
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