Whether you’re a portfolio manager or financial analyst, Global Asset Allocation has the information you need to make the decisions you’re responsible for. This book takes a close look at the most sophisticated global asset allocation methods and techniques currently available, and provides you with cutting-edge advances in the methods, practice, and implementation of global asset allocation investment strategies.
Global Asset Allocation thoroughly examines a wide range of asset pricing models, discusses international asset allocation, and explores empirical studies of global asset allocation strategies. It also investigates whether emerging stock markets can be seen as integrated parts of the developed worldwide stock markets, and whether global sector diversification strategies produce risk-return patterns different from asset allocation rules defined in terms of national markets. But that’s not all. This comprehensive guide also analyzes the performance of strategies exploiting a specific investment style within a global asset allocation pricing framework–by implementing active style rotation strategies. You’ll also be introduced to the Black-Litterman model and learn how it can be used to improve global asset allocation decisions.
Filled with in-depth insights and expert advice, this invaluable resource will allow you to use advanced methods for global asset pricing and portfolio decisions in practical, real-world situations. Investment in global financial markets is growing with great speed. Global Asset Allocation will help you keep up.

 

 

 

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