PT - JOURNAL ARTICLE AU - Peter Nystrup AU - Bo William Hansen AU - Henrik Madsen AU - Erik Lindström ED - Mack, Barbara J. TI - Practical Applications of Regime-Based versus Static Asset Allocation: <em>Letting the Data Speak</em> AID - 10.3905/pa.2016.3.4.152 DP - 2016 Apr 30 TA - Practical Applications PG - 1--4 VI - 3 IP - 4 4099 - https://pm-research.com/content/3/4/1.10.short 4100 - https://pm-research.com/content/3/4/1.10.full AB - Regime-Based versus Static Asset Allocation: Letting the Data Speak Peter Nystrup Bo William Hansen Henrik Madsen Erik Lindström 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