
Global Asset Allocation
New Methods and Applications
Wiley (Publisher)
Published on 17. December 2002
Book
Hardback
320 pages
978-0-471-26426-2 (ISBN)
Description
* 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.
* 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.
More details
Series
Edition
1. Auflage
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Illustrations
Charts: 14 B&W, 0 Color; Tables: 54 B&W, 0 Color; Graphs: 39 B&W, 0 Color
Dimensions
Height: 23.6 cm
Width: 15.9 cm
Thickness: 2.7 cm
Weight
662 gr
ISBN-13
978-0-471-26426-2 (9780471264262)
Schweitzer Classification
Other editions
Additional editions

Heinz Zimmermann | Wolfgang Drobetz | Peter Oertmann
Global Asset Allocation
New Methods and Applications
E-Book
02/2003
Wiley
€53.99
Available for download
Persons
HEINZ ZIMMERMANN is a professor of finance at the Universität Basel, Switzerland, and heads the department of finance at the Wirtschaftswissenschaftliches Zentrum. He also holds the Chair in international corporate finance at the WHU Koblenz, Germany, as a visiting professor. Zimmermann received his doctorate at the Universität Bern, Switzerland, and became a professor at the Universität St. Gallen in 1989. He is managing editor of the Journal of Financial Markets and Portfolio Management. He has been awarded with the Latsis Prize (1989), the Award for Financial Innovation (1992), and the Graham and Dodd Award for Excellence in financial writing (1993).
WOLFGANG DROBETZ is an assistant professor of finance at the Universität Basel, Switzerland. He is also a lecturer of finance at the Universität St. Gallen, Switzerland, and the Otto Beisheim Graduate School of Management (WHU), Germany. Drobetz was head of research at Vescore Solutions, St. Gallen. He holds a doctorate from the Universität St. Gallen, a diploma in commerce from the Wirtschaftsuniversität Wien, Austria, and an MA in economics from the University of Virginia.
PETER OERTMANN is the managing director and CEO of Vescore Solutions, St. Gallen, Switzerland. He is also a lecturer at the Universität St. Gallen, Switzerland, where he earned his doctorate in 1997. Oertmann holds a diploma in quantitative management from the Universität Bielefeld, Germany, and a master's in finance from the University of Georgia.
WOLFGANG DROBETZ is an assistant professor of finance at the Universität Basel, Switzerland. He is also a lecturer of finance at the Universität St. Gallen, Switzerland, and the Otto Beisheim Graduate School of Management (WHU), Germany. Drobetz was head of research at Vescore Solutions, St. Gallen. He holds a doctorate from the Universität St. Gallen, a diploma in commerce from the Wirtschaftsuniversität Wien, Austria, and an MA in economics from the University of Virginia.
PETER OERTMANN is the managing director and CEO of Vescore Solutions, St. Gallen, Switzerland. He is also a lecturer at the Universität St. Gallen, Switzerland, where he earned his doctorate in 1997. Oertmann holds a diploma in quantitative management from the Universität Bielefeld, Germany, and a master's in finance from the University of Georgia.
Content
Chapter 1- The Global Economy and Investment Management.
Chapter 2- International Asset Pricing, Portfolio Selection, and Currency Hedging: An Overview.
Chapter 3- The Anatomy of Volatility and Stock Market Correlations.
Chapter 4- The Correlation Breakdown in International Stock Markets.
Chapter 5- Global Economic Risk Profiles: Analyzing Value and Volatility Drivers in Global Markets.
Chapter 6- Testing Market Integration: The Case of Switzerland and Germany.
Chapter 7- Emerging Market Investments: Myth or Reality?
Chapter 8- The Structure of Sector and Market Returns: Implications for International Diversification.
Chapter 9- The Value-Growth Enigma: Time-Varying Risk Premiums and Active Portfolio Strategies.
Chapter 10- Integrating Tactical and Equilibrium Portfolio Management: Putting the Black-Litterman Model at Work.
Bibliography.
Notes.
Index.
Chapter 2- International Asset Pricing, Portfolio Selection, and Currency Hedging: An Overview.
Chapter 3- The Anatomy of Volatility and Stock Market Correlations.
Chapter 4- The Correlation Breakdown in International Stock Markets.
Chapter 5- Global Economic Risk Profiles: Analyzing Value and Volatility Drivers in Global Markets.
Chapter 6- Testing Market Integration: The Case of Switzerland and Germany.
Chapter 7- Emerging Market Investments: Myth or Reality?
Chapter 8- The Structure of Sector and Market Returns: Implications for International Diversification.
Chapter 9- The Value-Growth Enigma: Time-Varying Risk Premiums and Active Portfolio Strategies.
Chapter 10- Integrating Tactical and Equilibrium Portfolio Management: Putting the Black-Litterman Model at Work.
Bibliography.
Notes.
Index.