
Global Asset Allocation: New Methods and Applications
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Global Asset Allocationexplores all of the most recent 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. This invaluable resource also investigates whether global sector diversification strategies produce risk-return patterns different from asset allocation rules defined in terms of national markets.
* 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.