Global asset allocation : new methods and applications
Author(s)
Bibliographic Information
Global asset allocation : new methods and applications
(Wiley finance series)
J. Wiley, c2003
- : cloth
Available at 4 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
Note
Includes bibliographical references (p. 287-299) and index
Description and Table of Contents
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.
by "Nielsen BookData"