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Global Asset Allocation : Techniques for Optimizing Portfolio Management - Jess Lederman

Global Asset Allocation

Techniques for Optimizing Portfolio Management

By: Jess Lederman (Editor), Robert A. Klein (Editor)

Hardcover | 16 September 1994 | Edition Number 1

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Buying this book could be the smartest investment you make this season. If that sounds like a bold claim, just take a look at the list of contributors. In it you'll find the names of twenty-nine of the world's foremost experts in asset allocation. Over the course of twenty chapters, these accomplished institutional investors, academics, analysts, and traders school you in all of the hottest new portfolio management techniques now in use around the globe.<br> <br> Not another abstruse discourse on the theoretical pros and cons of asset allocation, Global Asset Allocation is a working, nuts-and-bolts guide for institutional investors. It outfits you with a set of versatile new tools and techniques designed to solve real-world problems and guide your portfolio management decision-making.<br> <br> While broad theoretical considerations are given their due, the lion's share of this book's coverage is commanded by cutting-edge technical issues such as mean variance optimization, allocating between styles of equity management, optimal fixed income portfolios, asset/liability forecasting, the critical time horizon, target asset allocation, and chaos theory.<br> <br> In addition to all of the traditional classes of asset allocations, Global Asset Allocation explores a number of new and emerging investment horizons. Foremost among these is "the ultimate investment frontier," international markets, to which a sizeable portion of the book (all of Part Two) is devoted. You'll find in-depth discussions of the qualitative and quantitative aspects of global asset allocation, in which various experts describe the latest global asset allocation models, optimization methods, forecasting techniques, global bond and currency management strategies, risk and return analysis in country-to-country allocation strategies, active and passive management portfolio strategies, and much more.<br> <br> Offering world-class strategies for managing global portfolios, Global Asset Allocation is an essential resource for corporate finance professionals, pension plan sponsors, analysts, and portfolio managers looking to expand their repertoire of financial management skills.<br> <br> From asset liability forecasting and target asset allocation, to critical time horizon and implementing overlay strategies, this groundbreaking new guide educates institutional investors in state-of-the-art portfolio management strategies guaranteed to minimize risk while maximizing returns. Bringing you the combined insights and expertise of twenty-nine prominent investment experts from around the world, Global Asset Allocation is a working handbook, designed to guide your portfolio management decision-making and help you to solve real-world problems. <br> * The latest asset allocation models, optimization methods, and forecasting techniques, including passive and active portfolio strategies <br> * Includes six major chapters on global asset allocation, including currency management and emerging market investing<br> <br> <br> Traders, portfolio managers...investment professionals of every ilk: read this book, and use the versatile new strategies, tools, and techniques it describes to give your investment skills a razor-sharp, winning edge.

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