Global Asset Allocation: New Methods and Applications (Wiley Finance)
β Scribed by Heinz Zimmermann, Wolfgang Drobetz, Peter Oertmann
- Publisher
- Wiley
- Year
- 2002
- Tongue
- English
- Leaves
- 337
- Series
- Wiley Finance
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
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.
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Preface. Acknowledgements. About the Author. About the Book. Disclaimers. CHAPTER 1 Asset Allocation. CHAPTER 2 Long-Run Returns on Stocks and Bonds. CHAPTER 3 Small-Cap Stocks. CHAPTER 4 Value and Growth Investing. CHAPTER 5 Foreign Stocks. CHAPTER 6 Emerging Markets. CHAPTER 7 Bonds. CHAPTER 8 St