Global Asset Allocation: New Methods and Applications
暫譯: 全球資產配置：新方法與應用

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.

 

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.