Combining Strategic and Tactical Asset Allocation

Combining Strategic and Tactical Asset Allocation
Author: Gary Antonacci
Publisher:
Total Pages:
Release: 2015
Genre:
ISBN:

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Mean variance analysis has long been utilized as a tool for portfolio construction. In this paper we see how it can also be used for exploring the diverse asset classes represented by exchange traded funds and notes. Mid-cap stocks and mortgage-backed bonds may offer under exploited investment opportunities.We will also see how a timing overlay can add considerable value in constructing efficient portfolios of exchange traded funds and notes.


Combining Strategic and Tactical Asset Allocation
Language: en
Pages:
Authors: Gary Antonacci
Categories:
Type: BOOK - Published: 2015 - Publisher:

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Mean variance analysis has long been utilized as a tool for portfolio construction. In this paper we see how it can also be used for exploring the diverse asset
Strategic and Tactical Asset Allocation
Language: en
Pages: 251
Authors: Henrik Lumholdt
Categories: Business & Economics
Type: BOOK - Published: 2018-07-21 - Publisher: Springer

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This book covers each step in the asset allocation process, addressing as many of the relevant questions as possible along the way. How can we formulate expecta
Using a Z-score Approach to Combine Value and Momentum in Tactical Asset Allocation
Language: en
Pages:
Authors: Peng Wang
Categories:
Type: BOOK - Published: 2019 - Publisher:

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We present several active strategies for combining value and momentum strategies in a tactical asset allocation (TAA) framework. We refine the basic yield appro
Theory and Methodology of Tactical Asset Allocation
Language: en
Pages: 168
Authors: Wai Lee
Categories: Business & Economics
Type: BOOK - Published: 2000-08-15 - Publisher: John Wiley & Sons

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Asset allocation has long been viewed as a safe bet for reducing risk in a portfolio. Asset allocators strive to buy when prices are low and sell when prices ri
Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk
Language: en
Pages: 256
Authors: Gary Antonacci
Categories: Business & Economics
Type: BOOK - Published: 2014-11-21 - Publisher: McGraw Hill Professional

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The investing strategy that famously generates higher returns with substantially reduced risk--presented by the investor who invented it "A treasure of well res