Global Portfolios: Quantitative Strategies for Maximum Performance

by Robert Z. Aliber, Brian R. Bruce (Editor)

Within four parts that cover asset allocation, optimal bond portfolios, optimal equity portfolios, and the foreign exchange exposure decision, 22 independent chapters offers information and practical strategies for profitable global investing, and show how leading investment managers adopt quantitative techniques for the management of global portfolios. Annotation copyright Book News, Inc. Portland, Or.

350 pages, Hardcover

First published March 1, 1991

About the author

Robert Zelwin Aliber was an American economist and professor of International Economics and Finance at the University of Chicago. He was best known for his contribution to the theory of foreign direct investment. He gave the concept of foreign exchange rate in foreign direct investment. Aliber argued that a multinational corporation from hard currency area can borrow at lower rates in a soft currency country than can local firms.