Heinz Zimmermann

Wolfgang Drobetz

Peter Oertmann

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.

New Methods and Applications

Global Asset Allocation

Wolfgang Bessler

Chris Adcock

This innovative volume comprises a selection of original research articles offering a broad perspective on various dimensions of asset management in an international capital market environment. The topics covered include risk management and asset pricing models for portfolio management, performance evaluation and performance measurement of equity mutual funds as well as the wide range of bond portfolio management issues. Asset Management and International Capital Markets offers interesting new insights into state-of-the-art asset pricing and asset management research with a focus on international issues. Each chapter makes a valuable contribution to current research and literature, and will be of significant importance to the practice of asset management. This book is a compilation of articles originally published in The European Journal of Finance.

Asset Management and International Capital Markets

Wolfgang Drobetz provides empirical evidence on the time variation of expected stock returns over the stages of the business cycle.

Wolfgang Drobetz

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