Theory and Methodology of Tactical Asset Allocation

Theory and Methodology of Tactical Asset Allocation
Author: Wai Lee
Publisher: John Wiley & Sons
Total Pages: 168
Release: 2000-08-15
Genre: Business & Economics
ISBN: 9781883249724

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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 rise. Tactical asset allocation (TAA) practitioners tend to emphasize shorter-term adjustments, reducing exposure when recent market performance has been good, and increasing exposure in a slipping market (in contrast to dynamic asset allocation, or portfolio insurance). As interest in this technique continues to grow, J.P. Morgan's Wai Lee provides comprehensive coverage of the analytical tools needed to successfully implement and monitor tactical asset allocation.


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
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A comprehensive guide to global tactical asset allocation. The text details how to develop systems to implement strategies in an efficient and cost-effective ma
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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
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Language: en
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Seminar paper from the year 2012 in the subject Business economics - Investment and Finance, University of Innsbruck, course: Sales Management in Banking and Fi