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Global Asset Allocation: New Methods and Applications

Name: Global Asset Allocation: New Methods and Applications
Author: Heinz Zimmermann, Wolfgang Drobetz, Peter Oertmann
ISBN: 9780471264262

AuthorHeinz Zimmermann, Wolfgang Drobetz, Peter Oertmann

PublisherWiley

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Book Details

Author(s)Heinz Zimmermann, Wolfgang Drobetz, Peter Oertmann

PublisherWiley

ISBN / ASIN0471264261

ISBN-139780471264262

MarketplaceUnited Kingdom 🇬🇧

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.