Table of Contents
About the Authors ix
Acknowledgments xi
Preface xiii
Chapter 1 Introduction 1
Chapter 2 Client Objectives for Diversified Portfolios 13
Chapter 3 Asset Allocation: The Mean - Variance Framework 59
Chapter 4 Asset Allocation Inputs 117
Chapter 5 Advanced Topics in Asset Allocation 161
Chapter 6 The Investment Management Process 219
Chapter 7 Introduction to Equity Portfolio Investing: The Investor’s View 255
Chapter 8 Equity Portfolio Construction 285
Chapter 9 Fixed-Income Management 323
Chapter 10 Global Investing 385
Chapter 11 Alternative Investment Classes 427
Chapter 12 Portfolio Management Through Time: Taxes and Transaction Costs 467
Chapter 13 Performance Measurement and Attribution 503
Chapter 14 Incentives, Ethics, and Policy 541
Chapter 15 Investor and Client Behavior 569
Chapter 16 Managing Client Relations 593
Sample Cases 617
Jerry W. 619
MSSI 625
McClain Capital 631
The Fairbanks Fund 639
Glossary 645
References 661
Index 671