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内容説明
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.
Book Description
Praise for Global Asset Allocation ?In the critical field of global portfolio optimization， this volume is not only a technical tour de force， but also provides excellent access to state-of-the-art concepts for practitioners. It represents an important resource for those who manage institutional and individual portfolios as it is for those who want the latest applied research in international finance.?
–Ingo Walter， Charles Simon Professor of Applied Business Economics
& Sidney Homer Director， New York University Salomon Center Stern School of Business， New York University ?The authors apply modern statistical modeling of time-varying risk and return to the study of global asset allocation. They offer empirical results and methodologies that shed light on the benefits of international diversification.?
–Prof. Bruno Solnik， Finance and Economics Department， HEC Paris ?This book presents an amazing variety of empirical findings on stock and bond returns in many national markets. Combining economic intuition and econometric rigor， the academic scholar and the portfolio manager will find a treasure of important insights and get very valuable advice for global asset allocation.?
–Prof. Gunter Franke， Universität Konstanz， Fachbereich Wirtschaftswissenschaften

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