'Ex-ante' asset allocation strategies for global index portfolios
This thesis addresses the issue of developing optimal "ex~ante" global asset allocation strategies from the viewpoint of a UK investor, without the need to resort in fundamental forecasts of the portfolio inputs. In this context, the main emphasis is placed on the market selection, currenc...
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City University London
1993
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.239285 |