Verfügbarkeit: Global asset allocation

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Titel:	Global asset allocation new methods and applications-
Von:	Heinz Zimmermann ; Wolfgang Drobetz ; Peter Oertmann
Person:	Zimmermann, Heinz 1958- Verfasser aut Drobetz, Wolfgang Oertmann, Peter
Hauptverfassende:	Zimmermann, Heinz 1958- (VerfasserIn), Drobetz, Wolfgang (VerfasserIn), Oertmann, Peter (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Hoboken, NJ Wiley 2003
Schriftenreihe:	Wiley finance series
Schlagworte:	Affectation de l'actif Investissements étrangers Mondialisation Globalisierung Asset allocation Investments, Foreign Globalization > Economic aspects Internationaler Kapitalmarkt Portfolio Selection Portfolio-Investition
Online-Zugang:	http://www.loc.gov/catdir/description/wiley038/2002009972.html http://www.loc.gov/catdir/toc/wiley031/2002009972.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009899072&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Beschreibung:	Literaturverz. S. 287 - 299
Beschreibung:	XII, 320 S. graph. Darst.
ISBN:	0471264261

Internformat

MARC


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Datensatz im Suchindex

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adam_text	contents CHAPTER 1 The Global Economy and Investment Management 1 Executive Summary 1 Motivation 2 Globalization and Risk 2 Globalization and Expected Returns 3 Globalization and the Market Price of Risk 4 Tactical Asset Allocation and Estimation Risk 4 About This Book 5 CHAPTER 2 International Asset Pricing, Portfolio Selection, and Currency Hedging: An Overview 7 Executive Summary 7 Introduction 8 Valuation in an International Setting: Basic Facts 9 Purchasing Power Relationships 10 The Core Problem of International Asset Pricing 12 Portfolio Selection and Asset Pricing I 13 Utility-Based Asset Pricing Models — Overview 1 *> The Basic International Capital Asset Pricing Model (intCAPM) without Deviations from PPP 14 Portfolio Separation and the IntCAPM in Real Terms 15 The IntCAPM in Kominál Terms 16 Portfolio Selection and Asset Pricing II 18 Accounting for PPP Deviations and "Real" Exchange Rate Risk 18 The Solnik-Serai International Asset Pricing Model 19 From Partial to General Equilibrium 1" General Models Accounting for Domestic Inflation 30 Currency Hedging 36 Equilibrium Currency Hedging 3~ Universal Currency Hedging 38 VII contents СНДРТВИ The ШоЬаІ Economy »id Investment Management 1 Executive Summary 1 Motivation 2 Globalization and Risk 2 Globalization and Expected Returns 3 Globalization and the Market Price of Risk 4 Tactical Asset Allocation and Estimation Risk 4 About This Book 5 Internationa) Asset Pricing, Ponti oHo Selection, and Currency Hedging: An Overview 7 Executive Summary 7 Introduction 8 Valuation in an International Setting: Basic Facts 9 Purchasing Power Relationships 10 The Core Problem of International Asset Pricing 12 Portfolio Selection and Asset Pricing I 13 Utility-Based Asset Pricing Models — Overview 13 The Basic International Capital Asset Pricing Model (IntCAPM) without Deviations from PPP 14 Portfolio Separation and the IntCAPM in Real Terms 15 The IntCAPM in Nominal Terms 16 Portfolio Selection and Asset Pricing II 18 Accounting for PPP Deviations and "Real" Exchange Rate Risk 18 The Solnik-Sercu International Asset Pricing Model 19 Prom Partial to General Equilibrium 27 General Models Accounting for Domestic Inflation 30 Currency Hedging 36 Equilibrium Currency Hedging 37 Universal Currency Hedging 38 vl ЇЛИ CONTENTS Free Lunch and Full Currency Hedging 39 Overlay Currency Hedges 40 International Arbitrage Pricing Theory 41 Pricing Condition with Currency Risk Adjustment 42 The Solnik Pricing Condition 45 Summing Up the Main Streams 47 CHAPTERS The Anatomy of Volatility and Stock Market Correlations SI Executive Summary 51 Introduction 51 Data and Descriptive Statistics 53 An Asymmetrical Model of Volatility 58 The Correlation Structure of International Stock Returns 64 Correlation and Volatility 64 Upmarket and Downmarket Correlations 70 Business Cycles and Correlations 74 Investment Implications 76 Diversification in Upmarkets and Downmarkets 77 Shortfall Risk 79 Value-at-Risk 80 Option Pricing 84 Conclusion 86 CHAPTER 4 The Correlation Breakdown In International stock Markets 88 Executive Summary 89 Motivation 90 Analysis of the Stock Return Series 91 Description of the Data 92 Summary Statistics 92 International Equity Market Correlations 93 Time-Measured Observations 95 Moving Estimation Windows 96 Realized Correlation Constructed from Daily Data 98 Is There a Time Trend? 101 Event-Measured Observations 105 Correlation Breakdown 105 105 What Actually Is an (Extreme) Event on Financial Markets? 106 Contents ix Empirical Evidence: Based on Realized Correlations 107 Empirical Evidence: Based on Monthly Return Data 110 Implications for Asset Management 115 Optimal Portfolios from Event-Varying Variance-Covariance Matrices 116 Conclusion 119 CHAPTEfiö Global Economic Risk Profiles: Analyzing Value and Volatility Drivées in Global Markets 121 Executive Summary 121 Introduction 121 Empirical Methodology 123 The Return-Generating Process 124 The Pricing Restriction 125 Data Description 126 Stock and Bond Market Returns 126 Specification of Global Risk Factors 127 GERP—A First Inspection of the Markets' Risk Profiles 129 Factor Profiles for Stock Markets 131 Factor Profiles for Bond Markets 133 Explanatory Power of the Factor Models 133 Discriminating between Volatility and Value Drivers 134 Testing the Pricing Potential of the Risk Factors: Wald Tests 134 Potential Value Drivers for Stock Markets 135 Potential Value Drivers for Bond Markets 137 Choosing the Common Factors 137 Assessing the Power of Value Drivers: Testing the Pricing Equation 138 Conclusion 141 Appendix 142 СНАРТШб Testine Market Megnflon: Tee Case of Swteertand and Germany 145 Executive Summary 145 Introduction 146 Integration and Correlation 150 χ CONTENTS Two Models for Testing Integration 152 A Consumption-Based Test for Market Integration 152 A Beta Pricing Model with an Unobservable Benchmark Portfolio 157 Data 161 Description of the Data for the Consumption-Based Integration Test 161 Description of the Data for the Latent Variable Model 163 Empirical Results of the Tests for Integration 164 Results of the Consumption-Based Test for Integration 164 Results of the Latent Variable Test for Integration 166 Conclusion 168 Appendix 169 CHAPTffiľ Emerging Market Investments: Myth or Reality? 178 Exeuctive Summary 173 Motivation 174 Data 176 Emerging Markets and Diversification 183 The Mean-Variance Analysis Revisited 187 The Stein-Estimator 190 Simulating Portfolio Strategies with and without Shrinkage 192 Simultaneous Investment in MSCI and IFC Markets 194 Investment in MSCI Markets 196 Investment in IFC Markets 196 Conclusion 197 СНАРТШб The Structure of Sector and Market Returns: Implications for International Diversification 189 Executive Summary 199 Introduction 200 The Setup of the Problem: Two Numerical Examples 202 Structure of the Indices 208 Characteristics of the Datastream Index Family 208 Statistical Properties of the Index Returns 209 The Temporal Behavior of Index Volatilities and Corrélations 214 Contents xl Markets, Sectors, and Extreme Market Events 216 Efficient Frontiers 219 Simple Diversification Strategies 219 Two-Dimensional Diversification Strategies 222 Analyzing Specific Portfolios 223 Conclusion 227 The Value-Growth Enigma: Time-Varying Risk Premiums and Active Portfolio Strategies 229 Executive Summary 229 Introduction 230 Exploration of a Phenomenon 230 Open Questions for Value Investors 231 Insights from the Empirical Analysis 232 Data Description 233 Empirical Facts on International Value-Growth Spreads 234 Long-Horizon Value Premiums 234 Short-Horizon Value Premiums 237 International Correlations of Value Premiums 239 Economics of International Value-Growth Spreads 244 Instrumental Regression Framework 244 Global Forces Driving Value Premiums 248 Global integration of Value Premiums 250 Tactical Style Rotation Strategies 253 Devising a Simple Switching Strategy 253 Performance of Active Value-Growth Strategies 253 Conclusion 259 ШРТБПО Integrating Tactical and Bmmrium РогМо&о Management Putting the Black-UttermanModeJ to Wort 281 Executive Summary 261 Introduction 262 The Deficiencies of Standard Portfolio Theory 263 Amount of Required Input Data 263 Extreme Portfolio Weights 264 Sensitivity of Portfolio Weights 266 Mismatch in Levels ofinformation 267 Xli_CONTENTS Neutral Views as the Starting Point 267 The Black-Litterman Approach 271 Long-Term Equilibrium 272 Expressing Views 273 Combining Certain Views 275 Combining Uncertain Views 276 A Simple Example 277 Incorporating a Relative View 277 Incorporating an Absolute View 280 Conclusion 283 Appendix 284 BBUOGMPHY 287 NOTÏS SOI МЕХ 309
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author	Zimmermann, Heinz 1958- Drobetz, Wolfgang Oertmann, Peter
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spellingShingle	Zimmermann, Heinz 1958- Drobetz, Wolfgang Oertmann, Peter Global asset allocation new methods and applications- Affectation de l'actif Investissements étrangers Mondialisation Globalisierung Asset allocation Investments, Foreign Globalization -- Economic aspects Internationaler Kapitalmarkt (DE-588)4027402-0 gnd Portfolio Selection (DE-588)4046834-3 gnd Portfolio-Investition (DE-588)4175391-4 gnd
subject_GND	(DE-588)4027402-0 (DE-588)4046834-3 (DE-588)4175391-4
title	Global asset allocation new methods and applications-
title_auth	Global asset allocation new methods and applications-
title_exact_search	Global asset allocation new methods and applications-
title_full	Global asset allocation new methods and applications- Heinz Zimmermann ; Wolfgang Drobetz ; Peter Oertmann
title_fullStr	Global asset allocation new methods and applications- Heinz Zimmermann ; Wolfgang Drobetz ; Peter Oertmann
title_full_unstemmed	Global asset allocation new methods and applications- Heinz Zimmermann ; Wolfgang Drobetz ; Peter Oertmann
title_short	Global asset allocation
title_sort	global asset allocation new methods and applications
title_sub	new methods and applications-
topic	Affectation de l'actif Investissements étrangers Mondialisation Globalisierung Asset allocation Investments, Foreign Globalization -- Economic aspects Internationaler Kapitalmarkt (DE-588)4027402-0 gnd Portfolio Selection (DE-588)4046834-3 gnd Portfolio-Investition (DE-588)4175391-4 gnd
topic_facet	Affectation de l'actif Investissements étrangers Mondialisation Globalisierung Asset allocation Investments, Foreign Globalization -- Economic aspects Internationaler Kapitalmarkt Portfolio Selection Portfolio-Investition
url	http://www.loc.gov/catdir/description/wiley038/2002009972.html http://www.loc.gov/catdir/toc/wiley031/2002009972.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009899072&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT zimmermannheinz globalassetallocationnewmethodsandapplications AT drobetzwolfgang globalassetallocationnewmethodsandapplications AT oertmannpeter globalassetallocationnewmethodsandapplications

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