Search Results - subject:"Strategic asset allocation"

Saving for retirement in Europe : the long-term risk-return tradeoff

Berardi, Andrea; Tebaldi, Claudio - In: Journal of pension economics and finance : JPEF 23 (2024) 2, pp. 272-293

Persistent link: https://www.econbiz.de/10014519792

Can investors benefit from hedge fund strategies? : utility-based, out-of-sample evidence

Guidolin, Massimo; Orlov, Alexei G. - In: The Quarterly Journal of Finance : QJF 12 (2022) 3, pp. 1-60

Persistent link: https://www.econbiz.de/10014234554

Evolutionary finance for multi-asset investors

Schnetzer, Michael; Hens, Thorsten - In: Financial analysts journal : FAJ 78 (2022) 3, pp. 115-127

Persistent link: https://www.econbiz.de/10013362704

Evolutionary finance for multi-asset investors

Schnetzer, Michael; Hens, Thorsten - 2022

Standard strategic asset allocation procedures usually neglect market interaction. However, returns are not generated … that outperform competing alternatives. Therefore, strategic asset allocation approaches that rely on such an economic …

Persistent link: https://www.econbiz.de/10012800946

Multicriteria asset allocation in practice

Dächert, Kerstin; Grindel, Ria; Leoff, Elisabeth; … - In: OR spectrum : quantitative approaches in management 44 (2022) 2, pp. 349-373

Persistent link: https://www.econbiz.de/10013277563

Multicriteria asset allocation in practice

Dächert, Kerstin; Grindel, Ria; Leoff, Elisabeth; … - In: OR Spectrum 44 (2021) 2, pp. 349-373

In this paper, we consider the strategic asset allocation of an insurance company. This task can be seen as a special … strategic asset allocation with four objective functions and demonstrate its usefulness for the practitioner. Our approach is in …

Persistent link: https://www.econbiz.de/10014497501

Environmental risk analysis (ERA) in the strategic asset allocation (SAA) of the international reserves (IRs) managed by central banks (CBs)

Torinelli, Viviane Helena; Silva Júnior, Antônio Francisco - In: Latin American journal of central banking : LAJCB 2 (2021) 1, pp. 1-17

This study addresses how to consider environmental risk analysis (ERA) in the strategic asset allocation (SAA) of …

Persistent link: https://www.econbiz.de/10012545864

A joint foreign currency risk management approach for sovereign assets and liabilities

Cangoz, M. Coskun; Sulla, Olga; Wang, Chun Lan; … - 2019

An asset and liability management framework for managing risks arising from sovereign foreign exchange obligations requires a joint analysis of (i) the external financial liabilities resulting from a country's sovereign debt and (ii) the foreign exchange assets of its central bank. Governments...

Persistent link: https://www.econbiz.de/10012004834

Strategic asset allocation revisited

Laborda, Ricardo; Olmo, Jose - 2015

Persistent link: https://www.econbiz.de/10011412825

Nonlinear time varying risk aversion and strategic optimal portfolio allocation

Olmo, Jose - 2015

Persistent link: https://www.econbiz.de/10011412827