Multi Asset Class Investment Strategy
Multi Asset Class Investment Strategy by Guy Fraser-Sampson, published by Wiley on July 24, 2006, is a comprehensive examination of asset allocation practices in the context of investment strategies. This 320-page book discusses how asset allocation should not be arbitrary but rather a targeted approach to achieving specific hurdle investment returns. It highlights the historical asset allocation practices of UK pension funds and contrasts them with the established methods in the US, ultimately proposing a five-asset class strategy for future investment.
Readers will find an in-depth analysis of various asset classes, including quoted equities, hedge funds, private equity, and property, alongside a review of their historic returns and associated risks. The book also presents benchmark performance figures that have not been published before, providing valuable insights into investment strategies. By focusing on a structured approach to asset allocation, this edition aims to address the funding crisis faced by UK pension funds and offers a new perspective on investment practices.
Official synopsis Publisher
The book explains that instead of asset allocation being set in an isolated and arbitrary fashion, it is in fact the way in which specific hurdle investment returns can be targeted, and that this approach is already in use in the US (and has been for many years). It involves extended and detailed financial analysis of various asset class returns and proposes a five-asset class approach for future use.
Opening with a study of the historic asset allocation practice of UK pension funds, the book shows how the current approach has led to the present funding crisis. It goes on to compare and contrast the UK approach with that of the US and to propose a new approach to UK asset allocation: the five asset class approach (“MAC Investing”).
The book reviews and analyses different asset classes based on historic returns, examines risk, and concludes with a suggestion of the five asset classes to use; Quoted equities (both Domestic and foreign), hedge funds, private equity and property. This book also includes benchmark performance figures never previously published.
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