Add to ORKGUsing the new factor model, 5 indicators are regressed against world index to obtain leading factor. We allocated the funds in the equity sector into 4 regions. We derived the risk adjusted returns and allocated the equity funds based on a constructed scale and compared with the control portfolio
Asset Allocation Besides the original Markowitz model, derived index-based concepts, different ...
In recent years we have witnessed several new trends in asset allocation. The emphasis on liabilitie...
Over time the demand for quantitative portfolio management has increased among financial institution...
Cross-region and cross-sector asset allocation decisions are one of the most fundamental issues in i...
textabstractIn this paper we examine global tactical asset allocation (GTAA) strategies across a bro...
It is now an accepted fact that the majority of financial markets worldwide are neither normal nor c...
Tactical asset allocation has become popular in asset management since the stock market crash in Oct...
Factor models are now widely used to support asset selection decisions. Global asset allocation, t...
This study investigates which index characteristics predict returns in the cross-section of local in...
Asset allocation contribution to ex-post performance is of primary importance. Nobody denies its rol...
In this study, we evaluated the absolute and risk-adjusted performance of tactical allocation mutual...
Global equity management has historically been structured primarily around country asset allocation....
We develop a tactical asset allocation strategy that incorporates the effects of macroeconomic varia...
https://doi.org/10.7220/9786094674648Dynamic management of investment portfolio is a key focus of ea...
We examine the out of sample performance of country equity asset allocation strategies between Janua...
Asset Allocation Besides the original Markowitz model, derived index-based concepts, different ...
In recent years we have witnessed several new trends in asset allocation. The emphasis on liabilitie...
Over time the demand for quantitative portfolio management has increased among financial institution...
Cross-region and cross-sector asset allocation decisions are one of the most fundamental issues in i...
textabstractIn this paper we examine global tactical asset allocation (GTAA) strategies across a bro...
It is now an accepted fact that the majority of financial markets worldwide are neither normal nor c...
Tactical asset allocation has become popular in asset management since the stock market crash in Oct...
Factor models are now widely used to support asset selection decisions. Global asset allocation, t...
This study investigates which index characteristics predict returns in the cross-section of local in...
Asset allocation contribution to ex-post performance is of primary importance. Nobody denies its rol...
In this study, we evaluated the absolute and risk-adjusted performance of tactical allocation mutual...
Global equity management has historically been structured primarily around country asset allocation....
We develop a tactical asset allocation strategy that incorporates the effects of macroeconomic varia...
https://doi.org/10.7220/9786094674648Dynamic management of investment portfolio is a key focus of ea...
We examine the out of sample performance of country equity asset allocation strategies between Janua...
Asset Allocation Besides the original Markowitz model, derived index-based concepts, different ...
In recent years we have witnessed several new trends in asset allocation. The emphasis on liabilitie...
Over time the demand for quantitative portfolio management has increased among financial institution...