Click to login and read the full article.
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Abstract
Changes in financial markets can happen quickly. Sometimes, the changes are brief anomalies, and sometimes they mark the beginning of a new financial regime. Such regime shifts present a major challenge to traditional strategic asset allocation.
In Regime-Based Versus Static Asset Allocation: Letting the Data Speak , the authors assess the various approaches to asset allocation under ever-changing market conditions and devise a new model that will provide investors with better long-term results than more static approaches.
TOPICS: Statistical methods, portfolio management/multi-asset allocation
- The content is made available for your general information and use and is not intended for trading or other specific investment advice purposes or to address your particular requirements. We do not represent or endorse the accuracy or reliability of any advice, opinion, statement, or other information provided any user of this publication. Reliance upon any opinion, advice, statement, or other information shall also be at your own risk. Independent advice should be obtained before making any such decision. Any arrangements made between you and any third party named in this publication are at your sole risk.
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Log in using your username and password
In this issue
Jump to section
Similar Articles
Cited By...
- No citing articles found.