| Autor: |
Clarke, Roger G., de Silva, Harindra, Murdock, Robert |
| Předmět: |
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| Zdroj: |
Journal of Portfolio Management; Fall2005, Vol. 32 Issue 1, p10-21, 9p, 8 Charts, 1 Graph |
| Abstrakt: |
The article presents the factor-based approach asset allocation framework, an alternative approach to the conventional global investing. The alternative approach considers global market factors such as equity markets, fixed-income markets and currency markets. These factors are commonly used by investors to evaluate and manage their portfolio returns. Exposures to these cross- sectional global market factors when incorporated to security characteristics factors provide various investment opportunities. |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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