Table of contents for Global asset allocation : new methods and applications / Heinz Zimmermann, Wolfgang Drobetz, Peter Oertmann.


Bibliographic record and links to related information available from the Library of Congress catalog


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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.


Library of Congress subject headings for this publication: Asset allocation, Investments, Foreign, Globalization Economic aspects