Investing in Microfinance: Integrating New Asset Classes Into an Asset Allocation Framework Applying Scenario Methodology

ISBN-13: 9783834925671 / Angielski / Miękka / 2010 / 166 str.

Philipp Becker

Opis

Philipp M. Becker investigates the attractiveness of microfinance investments for different investor categories applying scenario methodology in an asset allocation context.

Spis treści

Introduction of Scenario Methodology in Asset Allocation; Implementation of a Scenario Process Analyzing Microfinance Investments with Leading Experts of Various Fields; Integration of Microfinance into an Asset Allocation Context; Includes Various Portfolio Allocations and Backtests

O autorze

Dr. Philipp M. Becker obtained his doctorate under the supervision of Prof. Dr. Pascal Gantenbein at the Swiss Institute of Banking and Finance, University of St. Gallen (Switzerland). He works in the asset management industry, focusing mainly on asset allocation and research.

Blurb

Strategic asset allocation purposes and particularly the evaluation of new asset classes require a forward-looking approach. Philipp M. Becker investigates the attractiveness of microfinance investments for different investor categories. To integrate microfinance into an asset allocation framework he applies an innovative scenario approach. He discovers that microfinance investments are efficient especially for risk-averse investor categories.