Money managers are constantly on the look-out for every opportunity they can find that may help them gain a few basis points of return on the money they manage. The decision to internationalise a portfolio, however, is only a first step: next comes the complex and rather elaborate process of quantifying international investment strategies and performance in order to enhance overall portfolio returns. To assist investment professionals in this effort, editor Brian Bruce has assembled a team of experts to offer practical advice on, and insights into understanding and implementing the quantitative investment models and analyses that are necessary for success in these complex markets. Among the many topics covered in this seminal work are: managing and enhancing passive international portfolios - enhancing international bond portfolios - portfolio returns with currency overlays - and implementing quantitative models.
- ISBN10 0077073665
- ISBN13 9780077073664
- Publish Date 1 October 1990 (first published 1 June 1990)
- Publish Status Out of Print
- Out of Print 11 May 1995
- Publish Country GB
- Publisher McGraw-Hill Education - Europe
- Imprint McGraw-Hill Publishing Co.
- Format Hardcover
- Pages 450
- Language English