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Global Asset Allocation

New Methods and Applications

Global Asset Allocation by Heinz Zimmermann
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  • 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.
Wiley; February 2003
340 pages; ISBN 9780471445555
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Title: Global Asset Allocation
Author: Heinz Zimmermann; Wolfgang Drobetz; Peter Oertmann