• Out-of-Stock

Fundamental-driven and tactical asset allocation : what really matters ? [extrait BMI 73]

Author :
Add to wishlist

Version numérique PDF

Asset allocation can be broken down into three levels : long-term strategic asset allocation, medium-term strategic or fundamental-driven asset allocation and tactical asset allocation, conditioned by the use of different types of information. Within this framework, we illustrate how models, particularly error correction models, can be used for computing expected returns. We present simulations of two actively managed balanced portfolios ? equity and bond ? in the US and Europe, to show the added value of fundamental-driven and tactical allocation on portfolio returns.

Auteurs :Boulier Jean-François , Hartpence Maria-Laura
Extrait de la revue BMI 73


16 other products in the same category:

Bankers, Markets &...
  • Out-of-Stock
Availability: Out of stock


  • The Complementarity of regulatory and internal governance mechanisms in banks
  • Bankruptcy Prediction Models: How to Choose the Most Relevant Variables?
  • Hedging and Financing Decisions: A SIMULTANEOUS EQUATIONS MODEL
  • A comparison of the profi tability of islamic and conventional banks: THE CASE OF GCC COUNTRIES
This website uses cookies to ensure you get the best experience on our website