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Combining Strategic and Tactical Asset Allocation

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
Year of publication:
2015
Authors: Antonacci, Gary
Publisher: [2015]: [S.l.] : SSRN
Subject: Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitalmarktrendite | Capital market returns
Description of contents: Abstract [papers.ssrn.com] ; Abstract [doi.org]
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