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Global Asset Allocation : New Methods and Applications
Global Asset Allocation : New Methods and Applications
- ISBN 13:
9780471264262
- ISBN 10:
0471264261
- Format: Hardcover
- Copyright: 11/22/2002
- Publisher: Wiley
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Summary
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.
