| Description |
x, 350 pages : illustrations ; 24 cm |
| Bibliography |
Includes bibliographical references and index. |
| Contents |
Introduction to quantitative global investing / Robert Z. Aliber and Brian R. Bruce -- Global asset allocation policy / Gary P. Brinson and Denis S. Karnosky -- A disciplined approach to global asset allocation / Robert D. Arnott and Roy D. Henriksson -- Global asset allocation / Lee R. Thomas -- Quantitative asset allocation forecasting : uncovering the "efficient frontier" / Eric H. Sorensen and Jospeph J. Mezrich -- Implementing the asset allocation decision / Edgar W. Barksdale and William L. Green -- International bonds : the asset class / Philippe Jorion -- International bond portfolio performance : measurement and attribution / H. Gifford Fong and Eric M.P. Tang -- Methods to enhance passively managed global bond portfolios / Christopher N. Orndorff. |
|
Definition and control of risk measures for active portfolio bond management and the role of options / Peter Vann -- World equities : the past and the future / Roger G. Ibbotson, Laurence B. Siegel, and Paul D. Kaplan -- Global passive management / Brian R. Bruce, Heydon D. Traub, and Larry L. Martin -- Applied portfolio optimization / Hans L. Erickson -- The returns on performance-based international equity portfolios / Robert Z. Aliber -- Stock return anomalies in non-U.S. markets / Gary L. Bergstrom, Ronald D. Frashure, and John R. Chisholm -- The gains from international small-company diversification / Rex A. Sinquefield -- International investing : the case for the emerging markets / Andrew Rudd. |
|
The universal valuation model : a blueprint for global investment strategy / Dean LeBaron and Lawrence S. Speidell -- Universal hedging : optimizing currency risk and reward in international equity portfolios / Fischer Black -- Currency risks in international equity portfolios / Lee R. Thomas -- An introduction to currency insurance / David F. DeRosa -- The case for not hedging / Remi J. Browne. |
| Subject |
Portfolio management.
|
|
Portfolio management. |
|
Securities.
|
|
Securities. |
| Added Author |
Aliber, Robert Z.
|
|
Bruce, Brian R.
|
| ISBN |
155623337X |
|
