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
Adaptive Asset Allocation
Language: en
Pages: 209
Authors: Adam Butler
Categories: Business & Economics
Type: BOOK - Published: 2016-02-02 - Publisher: John Wiley & Sons

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Build an agile, responsive portfolio with a new approach to global asset allocation Adaptive Asset Allocation is a no-nonsense how-to guide for dynamic portfoli
Strategic and Tactical Asset Allocation
Language: en
Pages: 259
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
Price-Based Investment Strategies
Language: en
Pages: 325
Authors: Adam Zaremba
Categories: Business & Economics
Type: BOOK - Published: 2018-07-25 - Publisher: Springer

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This compelling book examines the price-based revolution in investing, showing how research over recent decades has reinvented technical analysis. The authors d
Using a Value at Risk Approach to Enhance Tactical Asset Allocation
Language: en
Pages: 15
Authors: John Okunev
Categories:
Type: BOOK - Published: 2006 - Publisher:

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In this paper we present a simple approach of incorporating a Value at Risk (VAR) constraint to tactical asset allocation (TAA). We outline a dynamic VAR TAA st