Frontiers of Modern Asset Allocation -- Contents -- Foreword -- Introduction -- A Note on Expected Return and Geometric Mean -- Acknowledgments -- PART ONE Equities -- CHAPTER 1 Purity of Purpose: How Style-Pure Indexes Provide Useful Insights -- CHAPTER 2 Investing in Europe with Style: Why Investors in Europe Would Benefit From Constructing Portfolios Through the Prism of Style -- CHAPTER 3 Why Fundamental Indexation Might-or Might Not-Work -- CHAPTER 4 The Fundamental Debate: Two Experts Square Off on the Big Issues Surrounding Fundamentally Weighted Indexes -- CHAPTER 5 Collared Weighting: A Hybrid Approach to Indexing -- CHAPTER 6 Yield to Investors? A Practical Approach to Building Dividend Indexes -- CHAPTER 7 Holdings-Based and Returns-Based Style Models -- CHAPTER 8 Estimates of Small Stock Betas Are Much Too Low -- CHAPTER 9 A Macroeconomic Model of the Equity Risk Premium -- PART TWO Fixed Income, Real Estate, and Alternatives -- CHAPTER 10 Good and Bad Monetary Economics, and Why Investors Need to Know the Difference -- CHAPTER 11 Inflation, Gilt Yields, and Economic Policy -- CHAPTER 12 Reverse Mean-Variance Optimization for Real Estate Asset-Allocation Parameters -- CHAPTER 13 The Long and Short of Commodity Indexes -- CHAPTER 14 Less Alpha and More Beta Than Meets the Eye -- CHAPTER 15 Venture Capital and its Role in Strategic Asset Allocation -- PART THREE Crashes and Fat Tails -- CHAPTER 16 One-and-a-Quarter Centuries of Stock Market Drawdowns -- CHAPTER 17 Stock Market Bubbles and Crashes: A Global Historical and Economic Perspective -- CHAPTER 18 Déjà Vu All Over Again -- CHAPTER 19 Déjà Vu Around the World -- CHAPTER 20 Getting a Read on Risk: A Discussion with Roger Ibbotson, George Cooper, and Benoît Mandelbrot on the Crisis and Risk Models -- PART FOUR Doing Asset Allocation.

CHAPTER 21 Does Asset-Allocation Policy Explain 40 Percent, 90 Percent, or 100 Percent of Performance? -- CHAPTER 22 Asset-Allocation Models Using the Markowitz Approach -- CHAPTER 23 Asset Allocation with Annuities for Retirement Income Management -- CHAPTER 24 MPT Put Through the Wringer: A Debate Between Steven Fox and Michael Falk -- CHAPTER 25 Updating Monte Carlo Simulation for the Twenty-First Century -- CHAPTER 26 Markowitz 2.0 -- CHAPTER 27 What Does Harry Markowitz Think? A Discussion with Harry Markowitz and Sam Savage -- Afterword -- About the Author -- Index.