Zobrazeno 1 - 10
of 334
pro vyhledávání: '"Tactical asset allocation"'
Publikováno v:
Облік і фінанси, Iss 2(100), Pp 83-91 (2023)
Before making investment decisions, the investor must find out the risk-return characteristics of investments with the help of investment strategies. These investment strategies, including drawdown, tactical asset allocation and short selling, are us
Externí odkaz:
https://doaj.org/article/849d69c7932e4353b41565673957a1db
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Vaughan van Appel, Eben Maré
Publikováno v:
South African Journal of Science, Vol 118, Iss 3/4 (2022)
An important topic for retirees is determining how much they can safely withdraw from their retirement savings: draw too much from their retirement fund and risk outliving their retirement savings, or draw too little and live below their means. For r
Externí odkaz:
https://doaj.org/article/90aaa071358e40ee9e0bdddad0322c4b
Publikováno v:
Seonmul yeongu, Vol 28, Iss 2, Pp 3-50 (2020)
This paper aims to replicate 148 anomalies and to examine whether the performance of the Korean market anomalies is statistically and economically significant. First, the authors observe that only 37.8% anomalies in the universe of the KOSPI and the
Externí odkaz:
https://doaj.org/article/918206c9d4184501a62872ed66451135
Publikováno v:
Management Science. 68:3047-3070
We propose target date funds modified to exploit stock return predictability driven by the variance risk premium. The portfolio rule of these tactical target date funds (TTDFs) is extremely simplified relative to the optimal one, making it easy to im
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d661d476da56fcc23e36f17d06281c2d
https://doi.org/10.1287/mnsc.2021.3981
https://doi.org/10.1287/mnsc.2021.3981
Autor:
Davood Pirayesh Neghab, Reza Bradrania
Changes in market conditions present challenges for investors as they cause performance to deviate from the ranges predicted by long-term averages of means and covariances. The aim of conditional asset allocation strategies is to overcome this issue
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1c1ad766b0f3b14010c17c04a4ae9dee
https://hdl.handle.net/11541.2/148378
https://hdl.handle.net/11541.2/148378
Autor:
Lawal, Adedoyin Isola
Publikováno v:
Acta Universitatis Danubius. Œconomica / Annals of Danubius University. Economics. 10(2):193-204
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=570017
Autor:
Saejoon Kim
Publikováno v:
Applied Economics Letters. 29:847-850
Factor investing comprises selecting the set of factors and the right amount of each factor for investment. While past research provides a better guidance on which factors to invest, deciding the r...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::01de9334dd86f1b81b082a88cebd88d5
https://doi.org/10.1080/13504851.2021.1893893
https://doi.org/10.1080/13504851.2021.1893893
Autor:
Edward Tower, Joseph E. McCarthy
Publikováno v:
The Journal of Index Investing. :41-52
How do tactical asset allocation funds compare with a portfolio of index ETFs having the same investment style and bond- and foreign-market-augmented same-style Fama–French benchmarks? The authors find that portfolios of equally weighted TAA funds
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b54a9c67eaf10fb750257c68d5c47e28
https://doi.org/10.3905/jii.2021.1.100
https://doi.org/10.3905/jii.2021.1.100
Publikováno v:
Journal of Derivatives and Quantitative Studies: 선물연구. 28:3-50
This paper aims to replicate 148 anomalies and to examine whether the performance of the Korean market anomalies is statistically and economically significant. First, the authors observe that only 37.8% anomalies in the universe of the KOSPI and the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d0bc01f09f398aa5621bf76c0a8da66
https://doi.org/10.1108/jdqs-03-2020-0004
https://doi.org/10.1108/jdqs-03-2020-0004