Description
Book SynopsisBuying this book could be the smartest investment you make thisseason. If that sounds like a bold claim, just take a look at thelist of contributors. In it you''ll find the names of twenty-nine ofthe world''s foremost experts in asset allocation. Over the courseof twenty chapters, these accomplished institutional investors,academics, analysts, and traders school you in all of the hottestnew portfolio management techniques now in use around theglobe.
Not another abstruse discourse on the theoretical pros and cons ofasset allocation, Global Asset Allocation is a working,nuts-and-bolts guide for institutional investors. It outfits youwith a set of versatile new tools and techniques designed to solvereal-world problems and guide your portfolio managementdecision-making.
While broad theoretical considerations are given their due, thelion''s share of this book''s coverage is commanded by cutting-edgetechnical issues such as mean variance optimization, allocatingbetween styl
Table of ContentsPartial table of contents:
Taming Your Optimizer: A Guide through the Pitfalls ofMean-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 Ato 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.
