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.This book takes a close look at the most sophisticated global asset allocation methods and techniques currently available, and provides you with cutting-edge advances in the methods, practice, and implementation of global asset allocation ...
|Title||:||Global Asset Allocation|
|Author||:||Heinz Zimmermann, Wolfgang Drobetz, Peter Oertmann|
|Publisher||:||Wiley - 2002-11-22|