Beyond Diversification: What Every Investor Needs to Know About Asset Allocation

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Beyond Diversification: What Every Investor Needs to Know About Asset Allocation

Beyond Diversification: What Every Investor Needs to Know About Asset Allocation

Authors: Sebastien Page

Published: November 2020 Pages: 256

eISBN: 9781260474886 | ISBN: 9781260474879

Cover

Title Page

Copyright Page

Dedication

Contents

Foreword by Rob Sharps Head of Investments & Group CIO, T. Rowe Price

PART ONE RETURN FORECASTING

1 Equilibrium and Something About Quack Remedies Sold on the Internet

2 Valuation and Something About Kool-Aid

3 Shorter-Term Valuation Signals and Something About Coffee and Egg Yolks

4 Shorter-Term Macro Signals and Something About Driving a Truck

5 Momentum and Something About Horoscopes

6 Thoughts on R eturn Forecasting and Something About the Feelings of Electrons

PART TWO RISK FORECASTING

7 Risk-B ased Investing and Something About Sailboats

8 Longer-Term Risk Forecasting and Something About Dilequants

9 Correlations and Something About a Freezer and an Oven

10 Correlation Forecasts, Tail Risks, and Something About a Rug

11 Fat Tails and Something About the Number of Particles in the Universe

PART THREE PORTFOLIO CONSTRUCTION

12 Asset Classes Versus Risk Factors and Something About Dr. Strange

13 Stocks Versus Bonds and Something About Precision Weapons

14 Single-Period Portfolio Optimization and Something About Controlled Substances

15 Private Assets and Something About Ostriches

16 Active Versus Passive and Something About the “Pharma Bro”

17 Sample Portfolios and Something About Gunslingers

Conclusion

Afterword

Acknowledgments

References and Bibliography

Index