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Global Asset Allocation Heinz Zimmermann

Global Asset Allocation By Heinz Zimmermann

Global Asset Allocation by Heinz Zimmermann

Reviews:
$85.99
Condition - Very Good
Out of stock
Very Good

Summary

  • 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.
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Global Asset Allocation Summary

Global Asset Allocation: New Methods and Applications by Heinz Zimmermann

  • 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.

About Heinz Zimmermann

HEINZ ZIMMERMANN is a professor of finance at the Universitat 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 Universitat Bern, Switzerland, and became a professor at the Universitat 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 Universitat Basel, Switzerland. He is also a lecturer of finance at the Universitat 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 Universitat St. Gallen, a diploma in commerce from the Wirtschaftsuniversitat 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 Universitat St. Gallen, Switzerland, where he earned his doctorate in 1997. Oertmann holds a diploma in quantitative management from the Universitat Bielefeld, Germany, and a master's in finance from the University of Georgia.

Table of Contents

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.

Additional information

GOR006222346
9780471264262
0471264261
Global Asset Allocation: New Methods and Applications by Heinz Zimmermann
Heinz Zimmermann
Wiley Finance
Used - Very Good
Hardback
John Wiley and Sons Ltd
20021108
320
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

Customer Reviews - Global Asset Allocation