Global Asset Allocation: New Methods and Applications
Heinz Zimmermann, Wolfgang Drobetz, Peter Oertmann
- 出版商: Wiley
- 出版日期: 2002-11-08
- 售價: $882
- 語言: 英文
- 頁數: 320
- 裝訂: Hardcover
- ISBN: 0471264261
- ISBN-13: 9780471264262
已絕版
相關主題
商品描述
Description
- Reveals new methodologies for asset pricing within a global asset allocation framework.
- Contains cutting-edge empirical research on global markets and sectors of the global economy.
- Introduces the Black-Litterman model and how it can be used to improve global asset allocation decisions.
Table of Contents
Chapter 1- The Global Economy and Investment Management.
Chapter 2- International Asset Pricing, Portfolio Selection, and Currency Hedging: An Overview.
Chapter 3- The Anatomy of Volatility and Stock Market Correlations.
Chapter 4- The Correlation Breakdown in International Stock Markets.
Chapter 5- Global Economic Risk Profiles: Analyzing Value and Volatility Drivers in Global Markets.
Chapter 6- Testing Market Integration: The Case of Switzerland and Germany.
Chapter 7- Emerging Market Investments: Myth or Reality?
Chapter 8- The Structure of Sector and Market Returns: Implications for International Diversification.
Chapter 9- The Value-Growth Enigma: Time-Varying Risk Premiums and Active Portfolio Strategies.
Chapter 10- Integrating Tactical and Equilibrium Portfolio Management: Putting the Black-Litterman Model at Work.
Bibliography.
Notes.
Index.
