Global Asset Allocation: New Methods and Applications - Zimmermann, Heinz; Drobetz, Wolfgang; Oertmann, Peter
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Global Asset Allocationexplores all of the most recent methodological advances in global asset allocation for professional investors. It includes a thorough examination of asset pricing models, international asset allocation, and an empirical study of global asset allocation strategies. This invaluable resource also investigates whether global sector diversification strategies produce risk-return patterns different from asset allocation rules defined in terms of national markets.
* Reveals new methodologies for asset pricing within a global asset allocation framework. * Contains…mehr

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Produktbeschreibung
Global Asset Allocationexplores all of the most recent methodological advances in global asset allocation for professional investors. It includes a thorough examination of asset pricing models, international asset allocation, and an empirical study of global asset allocation strategies. This invaluable resource also investigates whether global sector diversification strategies produce risk-return patterns different from asset allocation rules defined in terms of national markets.
* 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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Autorenporträt
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.