Global Asset Allocation, New Methods and Applications

Heinz Zimmermann, Wolfgang Drobetz, Peter Oertmann

ISBN 10: 0471264261 / ISBN 13: 9780471264262

Editore: John Wiley, 2003

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First Edition. Near Fine book in a Near Fine dust jacket. Codice articolo 015640

Dati bibliografici

Titolo: Global Asset Allocation, New Methods and ...

Casa editrice: John Wiley

Data di pubblicazione: 2003

Legatura: Rilegato

Condizione sovraccoperta: sovraccoperta

Edizione: prima edizione

Descrizione articolo

Riassunto:

• 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.

Informazioni sull?autore:

HEINZ ZIMMERMANN is a professor of finance at the Universit?t 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 Universit?t Bern, Switzerland, and became a professor at the Universit?t 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 Universit?t Basel, Switzerland. He is also a lecturer of finance at the Universit?t 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 Universit?t St. Gallen, a diploma in commerce from the Wirtschaftsuniversit?t 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 Universit?t St. Gallen, Switzerland, where he earned his doctorate in 1997. Oertmann holds a diploma in quantitative management from the Universit?t Bielefeld, Germany, and a master's in finance from the University of Georgia.