Global portfolios : quantitative strategies for maximum performance /
| Other Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
Homewood, Ill. :
Business One Irwin,
[1991]
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| Subjects: |
Table of 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.