Asset Allocation and International Investments

This book relates to strategic asset allocation for institutional investors. It consists of a collection of edited papers from academics worldwide on the latest developments in asset allocation, portfolio management and international investments. These ex

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Greg N. Gregoriou

10.1057/9780230626515preview - Asset Allocation and International Investments, Edited by Greg N. Gregoriou

Copyright material from www.palgraveconnect.com - licensed to npg - PalgraveConnect - 2016-04-09

Asset Allocation and International Investments

Copyright material from www.palgraveconnect.com - licensed to npg - PalgraveConnect - 2016-04-09

ASSET ALLOCATION AND INTERNATIONAL INVESTMENTS

10.1057/9780230626515preview - Asset Allocation and International Investments, Edited by Greg N. Gregoriou

Also edited by Greg N. Gregoriou

Copyright material from www.palgraveconnect.com - licensed to npg - PalgraveConnect - 2016-04-09

ADVANCES IN RISK MANAGEMENT DIVERSIFICATION AND PORTFOLIO MANAGEMENT OF MUTUAL FUNDS PERFORMANCE OF MUTUAL FUNDS

10.1057/9780230626515preview - Asset Allocation and International Investments, Edited by Greg N. Gregoriou

Edited by GREG N. GREGORIOU

10.1057/9780230626515preview - Asset Allocation and International Investments, Edited by Greg N. Gregoriou

Copyright material from www.palgraveconnect.com - licensed to npg - PalgraveConnect - 2016-04-09

Asset Allocation and International Investments

Selection and editorial matter © Greg N. Gregoriou 2007 Individual chapters © contributors 2007 All rights reserved. No reproduction, copy or transmission of this publication may be made without written permission. No paragraph of this publication may be reproduced, copied or transmitted save with written permission or in accordance with the provisions of the Copyright, Designs and Patents Act 1988, or under the terms of any licence permitting limited copying issued by the Copyright Licensing Agency, 90 Tottenham Court Road, London W1T 4LP.

The authors have asserted their rights to be identified as the authors of this work in accordance with the Copyright, Designs and Patents Act 1988. First published 2007 by PALGRAVE MACMILLAN Houndmills, Basingstoke, Hampshire RG21 6XS and 175 Fifth Avenue, New York, N.Y. 10010 Companies and representatives throughout the world PALGRAVE MACMILLAN is the global academic imprint of the Palgrave Macmillan division of St. Martin’s Press, LLC and of Palgrave Macmillan Ltd. Macmillan® is a registered trademark in the United States, United Kingdom and other countries. Palgrave is a registered trademark in the European Union and other countries. ISBN-13: 978–0–230–01917–1 ISBN-10: 0–230–01917–X This book is printed on paper suitable for recycling and made from fully managed and sustained forest sources. A catalogue record for this book is available from the British Library. Library of Congress Cataloging-in-Publication Data Asset allocation and international investments / edited by Gerg N. Gregoriou. p.cm. — (Finance and capital markets) Includes bibliographical references and index. ISBN 0–230–01917–X 1. Asset allocation. 2. Investments, Foreign. 3. Globalization—Economic aspects. 4. Portfolio management. I. Gregoriou, Greg N., 1956– II. Series. HG4529.5.A83 2006 332.67’3—dc22 2006045369 10 9 8 7 6 5 4 3 2 1 16 15 14 13 12 11 10 09 08 07 Pr