On the Informational Content of Changing Risk for Dynamic Asset Allocation

This paper suggests that changing risk conveys information useful to improve performance.

Year of publication:	2000-03-01
Authors:	Barone-Adesi, Giovanni ; Gagliardini, Patrik ; Trojani, Fabio
Publisher:	International Center for Financial Asset Management and Engineering (FAME) <Genf>
Subject:	Investitionsentscheidung \| Entscheidung bei Risiko \| decision \| Bayes-Verfahren \| Entscheidungsregel \| Anlagepolitk \| investment Policy

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Extent:	42 p. application/pdf
Series:	International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series Arbeitspapiere ; 23 (2000)
Type of publication:	Book / Working Paper
Language:	English
Classification:	G1 - General Financial Markets ; Financial theory ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

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