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Not another abstruse discourse on the theoretical pros and cons of asset allocation, Global Asset Allocations is a working, nuts-and-bolts guide for institutional investors. It outfits you with a set of versatile new tools and techniques designed to solve real-world problems and guide your portfolio management decision-making.
While broad theoretical considerations are given their due, the lion's share of this book's coverage is commanded by cutting-edge technical issues such as mean variance optimization, allocating between styles of equity management, optimal fixed income portfolios, asset/liability forecasting, the critical time horizon, target asset allocation, and chaos theory.
Offering world-class strategies for managing global portfolios, Global Asset Allocation is an essential resource for corporate finance professionals, pension plan sponsors, analysts, and portfolio managers looking to expand their repertoire of financial management skills.
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Previews available in: English
Subjects
Asset allocation, International finance, Portfolio management, Management, Assets (accounting)Places
United StatesEdition | Availability |
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1
Global Asset Allocation: Techniques for Optimizing Portfolio Management (Wiley Finance)
September 1994, Wiley
in English
0471593737 9780471593737
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2
Global asset allocation: techniques for optimizing portfolio management
1994, Wiley
in English
0471593737 9780471593737
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Book Details
Edition Notes
Includes bibliographical references and index.
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July 15, 2024 | Edited by MARC Bot | import existing book |
September 15, 2021 | Edited by ImportBot | import existing book |
April 9, 2019 | Created by MARC Bot | import existing book |