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List of contents
Preface.- Part I. FOUNDATIONS.- 1. What is Asset Allocation?.- 2. Performance Evaluation.- 3. Strategic versus Tactical Asset Allocation Part II. STRATEGIC ASSET ALLOCATION.- 4. Long-Term Return Expectations.- 5. Optimizing the SAA.- 6. Factor Investing I.- 7. Factor Investing II.- Part III. TACTICAL ASSET ALLOCATION.- 8. Tactical Macro-Drivers.- 9. The Four Phases Framework.- 10. Appendix.
About the author
Henrik Lumholdt is a seasoned finance professional with more than 30 years of capital markets experience. He is the founding partner of Inside Economics, a consultancy, which advises international investors and multinational corporations. Henrik was until recently the Chief Investment Strategist for Spain's largest asset management company, BBVA AM. Previous positions include Chief Economist for Bank of America, Spain, Head of Fixed Income Research at FG/Merrill Lynch, and Senior Economist at Nordea Bank. A member of the work group for international economics at Spain's think tank, El Real Instituto Elcano, he spends a considerable part of his professional time focused on international economies and markets. Henrik has been an adjunct professor of finance and economics at IE Business School since 2001 and has won numerous prizes for outstanding teaching
