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: $900
  • 貴賓價: 9.5$855
  • 語言: 英文
  • 頁數: 320
  • 裝訂: Hardcover
  • ISBN: 0471264261
  • ISBN-13: 9780471264262





  • 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.