Global asset allocation: new methods and applications
This volume explores methodological advances in global asset allocation for professional investors. It includes a thorough examination of asset pricing models, international asset allocation and an empirical study of global asset allocation strategies. It also investigates whether global sector diversification strategies produce risk-return patterns different from asset allocation rules defined in terms of national markets.
Read More ↓Title Statements
- Full title :Global asset allocation : new methods and applications / Heinz Zimmermann, Wolfgang Drobetz and Peter Oertmann
Summary
This volume explores methodological advances in global asset allocation for professional investors. It includes a thorough examination of asset pricing models, international asset allocation and an empirical study of global asset allocation strategies. It also investigates whether global sector diversification strategies produce risk-return patterns different from asset allocation rules defined in terms of national markets.
Read More ↓Edition Statements
- Publication Date:2003
Publication Statements
- Publisher(s):Wiley
- Place of Publication:New York, N.Y
- Language:eng
- Publication Date:2003
The Physical Object
- Description:xii, 320 s
Edition Identifiers
- ISBN:0471264261, 9780471264262
- oclc:ocn464778572
- Dewey Decimal:332.673
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