Surprise! Taa Can Work in Quiet Markets

A tactical asset allocation process most typically adds value during the volatile periods of the market cycle, when there is substantial divergence in asset class returns. A tactical options program will add value during the trendless periods of the market cycle. Two such programs together are highly complementary, providing a mechanism to add value during the inevitable quiet - hence unprofitable - periods for TAA. The authors discuss simulated results

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Year of publication:	[2016]
Authors:	Arnott, Robert D.
Other Persons:	Miller, Todd (contributor)
Publisher:	[2016]: [S.l.] : SSRN
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Notes:	In: Journal of Investing, Fall 1997 Volltext nicht verfügbar
Classification:	G11 - Portfolio Choice ; G12 - Asset Pricing
Source:	ECONIS - Online Catalogue of the ZBW

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