Tactic Asset Allocation and Conditional Return Expectations

We will in this paper investigate if a Tactic Asset Allocation (TAA) decision tool such as the slope of a moving average on the asset return will result in a statistical higher profit for an investor compared to a simple random investment strategy. The result indicates that a moving average significantly increases our returns when it comes to index investments but it also helps us to avoid large drawdowns

MoreLess

Year of publication:	2014
Authors:	Davidsson, Marcus
Publisher:	[2014]: [S.l.] : SSRN
Subject:	Portfolio-Management \| Portfolio selection \| Kapitaleinkommen \| Capital income \| Anlageverhalten \| Behavioural finance \| Erwartungsbildung \| Expectation formation \| Schätzung \| Estimation \| Theorie \| Theory \| Kapitalmarktrendite \| Capital market returns

Extent:	1 Online-Ressource (15 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Statistical and Econometric Methods, vol. 3, no. 2, 2014, 1-14 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 15, 2014 erstellt
Classification:	G00 - Financial Economics. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013052743