Essays in positive investment management
- 2a ed.
- París Economica 2016
- 521 p.
Contiene: 1. Beyond the sacred cows. Allocating to the long run.- 2. The dynamics of the financial markets.- 3. Duration, memory, forgetfulness and asset prices.- 4. Risks of the unknown. Liquidity and other missing links of mpt.- 5. The economic and financial psyque.- 6. The macro-financial regime-flashbacks.