Finance 2: Asset Allocation and Market Efficiency
Asset Allocation And Market Efficiency
- Editore:
Books on Demand
- Collana:
- Textbooks in Finance
- EAN:
9783743176805
- ISBN:
3743176807
- Pagine:
- 356
- Formato:
- Paperback
- Lingua:
- Tedesco
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Descrizione Finance 2: Asset Allocation and Market Efficiency
This books builds on 'Finance 1: Portfolio Theory and Management'. Both volumes are linked through the asset allocation process. While Finance 1 focused on portfolio theory and strategic asset allocation, Finance 2 deals with tactical asset allocation and market efficiency. We start by reviewing the asset allocation process, market timing and the approach by Black and Litterman. Section 2 deals with the predictability of prices, including technical analysis and momentum. Turning to factors that may cause the predictability - if there is any - we discuss models from behavioural finance. The subsequent section deals with bubbles and herd behaviour, before we finally cover market microstructure and its implications.
Fuori catalogo - Non ordinabile
€ 27.25
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