Search Results - subject:"conditional asset allocation"

State-dependent asset allocation using neural networks

Bradrania, Reza; Pirayesh Neghab, Davood - In: The European journal of finance 28 (2022) 11, pp. 1130-1156

Persistent link: https://www.econbiz.de/10013373381

International Conditional Asset Allocation under Real Time Uncertrainty

Barras, Laruent - Swiss Finance Institute - 2005

significantly reduces the performance of international conditional asset allocation. Our findings provide an explanation to the … asset allocation. This notion can be defined as the uncertainty faced by an investor regarding specification choices …This paper examines the impact of real time uncertainty on the performance of international mean-variance conditional …

Persistent link: https://www.econbiz.de/10005771784

Optimal International Diversification: Theory and Practice from a Swiss Investor’s Perspective

HAMELINK, Foort - Swiss Finance Institute - 2000

This paper reviews some recent developments in the area of optimal international portfolio diversification and investigates important issues for future research. In the latest models proposed in the financial literature that generate optimal holdings over time, both the quantities of risks...

Persistent link: https://www.econbiz.de/10005771829