Heinz Zimmermann, Wolfgang Drobetz, Peter Oertmann, "Global Asset Allocation: New Methods and Applications"
English | 2002 | ISBN: 0471264261 | PDF | pages: 338 | 12.3 mb
English | 2002 | ISBN: 0471264261 | PDF | pages: 338 | 12.3 mb
- 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.