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Finance 2: Asset Allocation and Market Efficiency - Michael Frömmel

Finance 2: Asset Allocation and Market Efficiency

Buch | Softcover
376 Seiten
2023 | 3. Auflage
BoD – Books on Demand (Verlag)
978-3-7504-3773-9 (ISBN)
CHF 48,95 inkl. MwSt
This books builds on 'Finance 1: Portfolio Theory and Management'. Both volumes are linked through the asset allocation process. While Finance 1 focuses 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 cover market microstructure and its implications. The book's last section deals with price manipulation as a cause for inefficiencies.

Michael Frömmel is a Professor of Finance at Ghent University, Belgium, where he is the program director of the Master of Banking and Finance. He worked as a visiting researcher at several central banks and taught at universities in various countries in Europe and Asia. He is (co)author of several books and articles in, inter alia, the Journal of Finance, Journal of Financial Markets, the Journal of International Money and Finance, the International Review of Financial Analysis, and the Financial Analysts Journal.

Erscheinungsdatum
Reihe/Serie Textbooks in Finance ; 2
Sprache englisch
Maße 170 x 220 mm
Gewicht 655 g
Themenwelt Betriebswirtschaft / Management Spezielle Betriebswirtschaftslehre Bankbetriebslehre
Schlagworte Asset Allocation • Behavioral Finance • Financial Markets • Investments • market efficiency
ISBN-10 3-7504-3773-4 / 3750437734
ISBN-13 978-3-7504-3773-9 / 9783750437739
Zustand Neuware
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