Global asset allocation : new methods and applications

Global Asset Allocation: New Methods and

📁 Global Asset Allocation: New Methods and Applications (Wiley Finance)

✍ Heinz Zimmermann, Wolfgang Drobetz, Peter Oertmann 📂 Library 📅 2002 🏛 Wiley 🌐 English

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.

Global Asset Allocation: A Survey of the

📁 Global Asset Allocation: A Survey of the World’s Top Asset Allocation Strategies

✍ Mr Mebane T Faber 📂 Library 📅 2015 🏛 Mebane Faber 🌐 English

With all of our focus on assets - and how much and when to allocate them - are we missing the bigger picture? Our book begins by reviewing the historical performance record of popular assets like stocks, bonds, and cash. We look at the impact inflation has on our money. We then start to examine ho

Quasi-Monte Carlo Methods in Finance : W

📁 Quasi-Monte Carlo Methods in Finance : With Application to Optimal Asset Allocation

✍ Mario Rometsch 📂 Library 📅 2008 🏛 Diplomica Verlag 🌐 English

Portfolio optimization is a widely studied problem in finance dating back to the work of Merton from the 1960s. While many approaches rely on dynamic programming, some recent contributions use martingale techniques to determine the optimal portfolio allocation. Using the latter approach, we follow a

Global Asset Allocation: A Survey of the

📁 Global Asset Allocation: A Survey of the World’s Top Asset Allocation Strategies (English Edition)

✍ Meb Faber 📂 Library 📅 2015 🏛 The Idea Farm 🌐 English

With all of our focus on assets - and how much and when to allocate them - are we missing the bigger picture? Our book begins by reviewing the historical performance record of popular assets like stocks, bonds, and cash. We look at the impact inflation has on our money. We then start to examine

Risk-Based Approaches to Asset Allocatio

📁 Risk-Based Approaches to Asset Allocation: Concepts and Practical Applications

✍ Maria Debora Braga (auth.) 📂 Library 📅 2016 🏛 Springer International Publishing 🌐 English

This book focuses on the concepts and applications of risk-based asset allocation. Markowitz’s traditional approach to asset allocation suffers from serious drawbacks when implemented. These mainly arise from the estimation risk associated with the necessary input the most critic

Investing in Microfinance: Integrating N

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

✍ Philipp Becker 📂 Library 📅 2010 🏛 Gabler 🌐 English