Global Asset Allocation (PDF)

Chapter 1- The Global Economy and Investment Management. Chapter 2- International Asset Pricing, Portfolio Selection, and Currency Hedging: An Overview. Chapter 3- The Anatomy of Volatility and Stock Market Correlations. Chapter 4- The Correlation Breakdown in International Stock Markets. Chapter 5- Global Economic Risk Profiles: Analyzing Value and Volatility Drivers in Global Markets. Chapter 6- Testing Market Integration: The Case of Switzerland and Germany. Chapter 7- Emerging Market Investments: Myth or Reality? Chapter 8- The Structure of Sector and Market Returns: Implications for International Diversification. Chapter 9- The Value-Growth Enigma: Time-Varying Risk Premiums and Active Portfolio Strategies. Chapter 10- Integrating Tactical and Equilibrium Portfolio Management: Putting the Black-Litterman Model at Work. Bibliography. Notes. Index.

HEINZ ZIMMERMANN is a professor of finance at the UniversitätBasel, Switzerland, and heads the department of finance at theWirtschaftswissenschaftliches Zentrum. He also holds the Chair ininternational corporate finance at the WHU Koblenz, Germany, as avisiting professor. Zimmermann received his doctorate at theUniversität Bern, Switzerland, and became a professor at theUniversität St. Gallen in 1989. He is managing editor of theJournal of Financial Markets and Portfolio Management. He has beenawarded with the Latsis Prize (1989), the Award for FinancialInnovation (1992), and the Graham and Dodd Award for Excellence infinancial writing (1993).

WOLFGANG DROBETZ is an assistant professor of finance at theUniversität Basel, Switzerland. He is also a lecturer offinance at the Universität St. Gallen, Switzerland, and theOtto Beisheim Graduate School of Management (WHU), Germany. Drobetzwas head of research at Vescore Solutions, St. Gallen. He holds adoctorate from the Universität St. Gallen, a diploma incommerce from the Wirtschaftsuniversität Wien, Austria, and anMA in economics from the University of Virginia.

PETER OERTMANN is the managing director and CEO of VescoreSolutions, St. Gallen, Switzerland. He is also a lecturer at theUniversität St. Gallen, Switzerland, where he earned hisdoctorate in 1997. Oertmann holds a diploma in quantitativemanagement from the Universität Bielefeld, Germany, and amaster's in finance from the University of Georgia.

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