Global portfolios: quantitative strategies for maximum performance
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Homewood, Ill.
Business One Irwin
1991
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 350 S. graph. Darst. |
| ISBN: | 155623337X |
Internformat
MARC
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| 245 | 1 | 0 | |a Global portfolios |b quantitative strategies for maximum performance |c ed. by Robert Z. Aliber ... |
| 264 | 1 | |a Homewood, Ill. |b Business One Irwin |c 1991 | |
| 300 | |a X, 350 S. |b graph. Darst. | ||
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Datensatz im Suchindex
| _version_ | 1804118616132550656 |
|---|---|
| adam_text | Contents
Foreword, James R. Vertin vii
1 Introduction to Quantitative Global Investing, Robert Z. Aliber and
Brian R. Bruce 1
PART1
ASSET ALLOCATION
2 Global Asset Allocation Policy, Gary P. Brinson and Denis S.
Karnosky 21
3 A Disciplined Approach to Global Asset Allocation, Robert D.
Arnott and Roy D. Henriksson 33
4 Global Asset Allocation, Lee R. Thomas 62
5 Quantitative Asset Allocation Forecasting: Uncovering the
Efficient Frontier, Eric H. Sorensen and Joseph J. Mezrich 76
6 Implementing the Asset Allocation Decision, Edgar W. Barksdale
and William L Green 101
PART 2
OPTIMAL BOND PORTFOLIOS
7 International Bonds: The Asset Class, Philippe Jorion 113
8 International Bond Portfolio Performance: Measurement and
Attribution, H. Gifford Fong and Eric M. P. Tang 125
9 Methods to Enhance Passively Managed Global Bond Portfolios,
Christopher N. Orndorff 136
10 Definition and Control of Risk Measures for Active Portfolio Bond
Management and the Role of Options, Peter Vann 158
PART 3
OPTIMAL EQUITY PORTFOLIOS
11 World Equities: The Past and the Future, Roger G. Ibbotson,
Laurence B. Siegel, and Paul D. Kaplan 173
12 Global Passive Management, Brian R. Bruce, Heydon D. Traub,
and Larry L Martin 197
13 Applied Portfolio Optimization, Hans L Erickson 211
ix
x Contents
14 The Returns on Performance Based International Equity
Portfolios, Robert Z. Aliber 227
15 Stock Return Anomalies in Non U.S. Markets, Gary L Bergstrom,
Ronald D. Frashure, and John R. Chisholm 241
16 The Gains from International Small Company Diversification, flex
A. Sinquefield 254
17 International Investing: The Case for the Emerging Markets,
Andrew Rudd 264
18 The Universal Valuation Model: A Blueprint for Global Investment
Strategy, Dean LeBaron and Lawrence S. Speidell 285
PART 4
THE FOREIGN EXCHANGE EXPOSURE DECISION
19 Universal Hedging: Optimizing Currency Risk and Reward in
International Equity Portfolios, Fischer Black 303
20 Currency Risks in International Equity Portfolios, Lee R. Thomas 318
21 An Introduction to Currency Insurance, David F. DeRosa 326
22 The Case for Not Hedging, Remi J. Browne 339
INDEX 343
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| indexdate | 2024-07-09T16:13:07Z |
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| isbn | 155623337X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002756284 |
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| spelling | Global portfolios quantitative strategies for maximum performance ed. by Robert Z. Aliber ... Homewood, Ill. Business One Irwin 1991 X, 350 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Gestion de portefeuille ram Valeurs mobilières ram Portfolio management Securities Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Portfoliomanagement (DE-588)4115601-8 s DE-604 Aliber, Robert Z. 1930- Sonstige (DE-588)171948157 oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002756284&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Global portfolios quantitative strategies for maximum performance Gestion de portefeuille ram Valeurs mobilières ram Portfolio management Securities Portfoliomanagement (DE-588)4115601-8 gnd |
| subject_GND | (DE-588)4115601-8 (DE-588)4143413-4 |
| title | Global portfolios quantitative strategies for maximum performance |
| title_auth | Global portfolios quantitative strategies for maximum performance |
| title_exact_search | Global portfolios quantitative strategies for maximum performance |
| title_full | Global portfolios quantitative strategies for maximum performance ed. by Robert Z. Aliber ... |
| title_fullStr | Global portfolios quantitative strategies for maximum performance ed. by Robert Z. Aliber ... |
| title_full_unstemmed | Global portfolios quantitative strategies for maximum performance ed. by Robert Z. Aliber ... |
| title_short | Global portfolios |
| title_sort | global portfolios quantitative strategies for maximum performance |
| title_sub | quantitative strategies for maximum performance |
| topic | Gestion de portefeuille ram Valeurs mobilières ram Portfolio management Securities Portfoliomanagement (DE-588)4115601-8 gnd |
| topic_facet | Gestion de portefeuille Valeurs mobilières Portfolio management Securities Portfoliomanagement Aufsatzsammlung |
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