Search Results - subject:"dynamic asset allocation"

COVID-19 : data-driven dynamic asset allocation in times of pandemic

Timonina-Farkas, Anna - In: Quantitative finance and economics 5 (2021) 2, pp. 198-227

Persistent link: https://www.econbiz.de/10012591919

A Study on Dynamic Asset Allocation Strategy for Optimal Portfolio Selection

Lee, Hojin - In: East Asian Economic Review (EAER) 25 (2021) 3, pp. 310-336

dynamic asset allocation strategy for optimal portfolio demand. We compare different optimal portfolio demands when investors … dynamic asset allocation strategy when domestic investors in Korea have access to foreign markets. The optimal portfolio … portfolio weights on foreign bonds and domestic stocks are relatively low. We also analyze dynamic asset allocation strategy for …

Persistent link: https://www.econbiz.de/10015397949

A study on dynamic asset allocation strategy for optimal portfolio selection

Lee, Ho Jin - In: East Asian economic review 25 (2021) 3, pp. 310-336

Persistent link: https://www.econbiz.de/10014230446

Dynamic asset allocation strategy : an economic regime approach

Kim, Min Jeong; Kwon, Dohyoung - In: The journal of asset management : a major new, … 24 (2023) 2, pp. 136-147

Persistent link: https://www.econbiz.de/10014251522

Constrained portfolio strategies in a regime-switching economy

Lewin, Marcelo; Campani, Carlos Heitor - In: Financial markets and portfolio management 37 (2023) 1, pp. 27-59

Persistent link: https://www.econbiz.de/10014252601

Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns

Simonato, Jean-Guy; Denault, Michel - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014486271

Defined contribution pension plans: Who has seen the risk?

Forsyth, Peter A.; Vetzal, Kenneth R. - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-27

The trend towards eliminating defined benefit (DB) pension plans in favour of defined contribution (DC) plans implies that increasing numbers of pension plan participants will bear the risk that final realized portfolio values may be insufficient to fund desired retirement cash flows. We compare...

Persistent link: https://www.econbiz.de/10012611128

Defined contribution pension plans : who has seen the risk?

Forsyth, Peter; Vetzal, Kenneth R. - In: Journal of risk and financial management : JRFM 12 (2019) 2/70, pp. 1-27

Persistent link: https://www.econbiz.de/10012022143

Need to meet investment goals? : track synthetic indexes with the SDDP method

Reus, Lorenzo; Prado, Rodolfo - In: Computational economics 60 (2022) 1, pp. 47-69

Persistent link: https://www.econbiz.de/10013262419

Dynamic rebalancing portfolio models with analyses of investor sentiment

Yu, Jing-Rung; Chiou, W. Paul; Hung, Cing-Hung; Dong, … - In: International review of economics & finance : IREF 77 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013288009