Global Asset Allocation: Techniques for Optimizing Portfolio ManagementISBN: 978-0-471-59373-7
Hardcover
400 pages
September 1994
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Partial table of contents:
Taming Your Optimizer: A Guide through the Pitfalls of Mean-Variance Optimization (S. Lummer, et al.).
The Importance of Time-Horizon (D. Hammer).
Understanding and Implementing Overlay Strategies (J. Winter, et al.).
Style Analysis, Style Benchmarks, and Custom Core Portfolios (S. Hardy).
Strategic Asset Allocation: Asset/Liability Forecasting, from A to Z (R. Wendt).
Tactical Asset Allocation at Kidder, Peabody (E. Ragsdale & G. Rao).
Tactical Asset Allocation in the Global Context (C. Lazzara & R. Weiss).
Global Passive Management (B. Bruce, et al.).
Appendix.
Index.
Taming Your Optimizer: A Guide through the Pitfalls of Mean-Variance Optimization (S. Lummer, et al.).
The Importance of Time-Horizon (D. Hammer).
Understanding and Implementing Overlay Strategies (J. Winter, et al.).
Style Analysis, Style Benchmarks, and Custom Core Portfolios (S. Hardy).
Strategic Asset Allocation: Asset/Liability Forecasting, from A to Z (R. Wendt).
Tactical Asset Allocation at Kidder, Peabody (E. Ragsdale & G. Rao).
Tactical Asset Allocation in the Global Context (C. Lazzara & R. Weiss).
Global Passive Management (B. Bruce, et al.).
Appendix.
Index.
