Global Asset Allocation: Techniques for Optimizing Portfolio Management (Hardcover)

Partial table of contents:

Taming Your Optimizer: A Guide through the Pitfalls of Mean-Variance Optimization (S. Lummer, et al.).

The Importance of Time-Horizon (D. Hammer).

Understanding and Implementing Overlay Strategies (J. Winter, et al.).

Style Analysis, Style Benchmarks, and Custom Core Portfolios (S. Hardy).

Strategic Asset Allocation: Asset/Liability Forecasting, from A to Z (R. Wendt).

Tactical Asset Allocation at Kidder, Peabody (E. Ragsdale & G. Rao).

Tactical Asset Allocation in the Global Context (C. Lazzara & R. Weiss).

Global Passive Management (B. Bruce, et al.).

Appendix.

Index.