Multi-Asset Strategies: The Future of Investment Management

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This is an authoritative, accessible, and concise book on both concepts and practices in multi-asset investing. The contributors are among the best and brightest minds in this business. Some of them are well-known quants, and they have collaborated to produce this book in plain English with few formulas. As such, all investment decision makers—no matter the size of their portfolios or their level of familiarity with calculus and linear algebra—should find this book relevant to their fields. Readers should be able to finish each chapter in 10-20 minutes as well. Part I of the book focuses on the concepts of risk factor allocation and dynamic asset allocation. Jason Hsu of Research Affiliates and Rayliant Global Advisors and Brian Singer, CFA, of William Blair & Company address these topics, respectively. It also includes a chapter on risk parity by Gregory Allen of Callan as well as a chapter on the Morningstar Style Box by Jeffrey Ptak, CFA. Part II of the book includes a few case studies illustrating how institutional investors manage multi-asset strategies. Veteran portfolio managers Dennis Stattman, CFA, and Ben Inker, CFA, through extensive interviews with us, share their unique processes and histories in managing multi-asset strategies. The GIC team also shares their experience in this area.

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