Bayesian asset allocation and US domestic bias
U Herold, R Maurer - Financial Analysts Journal, 2003 - Taylor & Francis
US investors hold much less international stock than is optimal according to mean–variance
portfolio theory applied to historical data. We investigated whether this home bias can be …
portfolio theory applied to historical data. We investigated whether this home bias can be …
Computing implied returns in a meaningful way
U Herold - Journal of asset management, 2005 - Springer
The fact that mean-variance optimisers are highly sensitive to changes in expected returns is
well known in investment practice. A common approach is therefore to turn the problem …
well known in investment practice. A common approach is therefore to turn the problem …
[BOOK][B] Investing in corporate bonds and credit risk
F Hagenstein, A Mertz, J Seifert, J Seifert - 2004 - Springer
This book covers various topics related to credit risks. The last couple of years was driven by
a volatile and changing world of corporate bonds. Strategic asset allocation for corporate …
a volatile and changing world of corporate bonds. Strategic asset allocation for corporate …
[BOOK][B] The Only Guide to a Winning Bond Strategy You'll Ever Need: The Way Smart Money Preserves Wealth Today
LE Swedroe, JH Hempen - 2007 - books.google.com
Larry Swedroe, the author of The Only Guide to a Winning Investment Strategy You'll Ever
Need, has collaborated with Joe H. Hempen to create an up-to-date book on how to invest in …
Need, has collaborated with Joe H. Hempen to create an up-to-date book on how to invest in …