Heinz Zimmermann, Wolfgang Drobetz, Peter Oertmann

eBook, PDF

Global Asset Allocation (eBook, PDF)

New Methods and Applications

Beschreibung

* Reveals new methodologies for asset pricing within a globalasset allocation framework. * Contains cutting-edge empirical research on global markets andsectors of the global economy. * Introduces the Black-Litterman model and how it can be used toimprove global asset allocation decisions.

Technische Details

• Geräte: PC
• mit Kopierschutz
• Größe: 2.33MB

Barrierefreiheit

• Text-to-Speech

Autor

HEINZ ZIMMERMANN is a professor of finance at the UniversitätBasel, Switzerland, and heads the department of finance at theWirtschaftswissenschaftliches Zentrum. He also holds the Chair ininternational corporate finance at the WHU Koblenz, Germany, as avisiting professor. Zimmermann received his doctorate at theUniversität Bern, Switzerland, and became a professor at theUniversität St. Gallen in 1989. He is managing editor of theJournal of Financial Markets and Portfolio Management. He has beenawarded with the Latsis Prize (1989), the Award for FinancialInnovation (1992), and the Graham and Dodd Award for Excellence infinancial writing (1993). WOLFGANG DROBETZ is an assistant professor of finance at theUniversität Basel, Switzerland. He is also a lecturer offinance at the Universität St. Gallen, Switzerland, and theOtto Beisheim Graduate School of Management (WHU), Germany. Drobetzwas head of research at Vescore Solutions, St. Gallen. He holds adoctorate from the Universität St. Gallen, a diploma incommerce from the Wirtschaftsuniversität Wien, Austria, and anMA in economics from the University of Virginia. PETER OERTMANN is the managing director and CEO of VescoreSolutions, St. Gallen, Switzerland. He is also a lecturer at theUniversität St. Gallen, Switzerland, where he earned hisdoctorate in 1997. Oertmann holds a diploma in quantitativemanagement from the Universität Bielefeld, Germany, and amaster's in finance from the University of Georgia.

Produktdetails

• Verlag: Wiley
• Seitenzahl: 320
• Erscheinungstermin: 3. Februar 2003
• Englisch
• ISBN-13: 9780471445555
• Artikelnr.: 37301794