Pranay Gupta & Sven R. Skallsjo 
Multi-Asset Investing [PDF ebook] 
A Practitioner’s Framework

This is not a textbook, nor is it an academic journal research kind of text. It is best described as that part of academic wisdom that the authors have found useful in actually managing assets, coupled with heuristics that they have developed over the last decade. The approach helped the authors manage more than $20bn in assets in one instance, and be the best performing multi-asset managers in another. It is the practical truth of what works in managing multi-asset portfolios and what may not. It questions all conventional wisdom in the space (which is what all traditional asset allocation books are based on), and suggests solutions to the actual problems that exist in managing these portfolios that no-one talks about. It is ‘What they didn’t teach you about managing multi-asset portfolios.’

A propos de l’auteur

PRANAY GUPTA has over 25 years of experience in managing multi-asset and multi-strategy portfolios of up to US$85 billion across the world for asset managers, sovereign wealth funds, insurance companies, pension plans, endowments and high-net-worth individuals. He has served as the Chairman of the Investment Committee at the CFA Institute Research Foundation and has been awarded as the Best Discretionary Asset Manager in Asia.

SVEN R. SKALLSJÖ has designed and developed risk models at Ignis Asset Management, AGL Structured Finance and Shell Asset Management.

BING LI is the president of BC Capital Management Ltd., a Hong Kong-based firm providing investment solutions for high-net-worth individuals in mainland China.