Sector, style, region: Explaining stock allocation performance
R Vardharaj, FJ Fabozzi - Financial Analysts Journal, 2007 - Taylor & Francis
The importance of asset allocation policy in stock/bond portfolios is widely recognized.
Drawing a parallel for equity-only portfolios, this study analyzed the importance of allocation …
Drawing a parallel for equity-only portfolios, this study analyzed the importance of allocation …
Portfolio Rebalancing –Hype or Hope?
A Dayanandan, M Lam - The Journal of Business Inquiry, 2015 - journals.uvu.edu
The present study uses data from the US for the 20-year period 1983-2012 to examine
whether there is evidence that statistically significant value exists for various portfolio …
whether there is evidence that statistically significant value exists for various portfolio …
[PDF][PDF] Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design?
In investment processes, it is almost impossible to allocate wealth directly at a single-
security level in the huge investable universe. Consequently, investors divide the whole …
security level in the huge investable universe. Consequently, investors divide the whole …
Industry-based alternative equity indices
F Leclerc, JF L'Her, T Mouakhar… - Financial Analysts …, 2013 - Taylor & Francis
The authors examined five alternative equity indices (AEIs) in the United States using
industries instead of individual stocks as building blocks to form portfolios and compared …
industries instead of individual stocks as building blocks to form portfolios and compared …
[PDF][PDF] A sketch of macro-based asset allocation
M Kollar - International Journal of Economic Sciences, 2013 - iises.net
The interaction between the science of macroeconomics and the science of finance has
traditionally been vague. Macroeconomics has until recently focused more on the …
traditionally been vague. Macroeconomics has until recently focused more on the …
[BOOK][B] Adaptive Asset Allocation: Dynamic Global Portfolios to Profit in Good Times-and Bad
A Butler, M Philbrick, R Gordillo - 2016 - books.google.com
Build an agile, responsive portfolio with a new approach to global asset allocation Adaptive
Asset Allocation is a no-nonsense how-to guide for dynamic portfolio management. Written …
Asset Allocation is a no-nonsense how-to guide for dynamic portfolio management. Written …
[PDF][PDF] Skewness, idiosyncratic volatility and probability weighting–how can wealth managers help clients?
A Hagestande, BS Wittussen - 2016 - openaccess.nhh.no
Probability weighting, the overweighting of small probabilities and underweighting of large
probabilities in a nonlinear way, describes well how most individuals form decisions under …
probabilities in a nonlinear way, describes well how most individuals form decisions under …
The Determinants of the Importance of Asset Allocation
B Jacobsen, T Biwer - Journal of Portfolio Management, 2011 - search.proquest.com
Jacobsen and Biwer provide a framework to help evaluate the cross-sectional importance of
asset allocation. They propose a closed-form solution of the models posited by previous …
asset allocation. They propose a closed-form solution of the models posited by previous …
AI Stock-Screening Methodology for Portfolio Construction
OA Khater - 2021 - fount.aucegypt.edu
Selecting profitable stocks is crucial in constructing an all-equity portfolio. Investors need to
rely on screening mechanisms to aid investment decision making. New stock selection …
rely on screening mechanisms to aid investment decision making. New stock selection …
[PDF][PDF] International Diversification in Frontier Real Estate Markets.
ST Al-Abduljader - International Real Estate Review, 2018 - gssinst.org
During the period of 2013-2016, the governments of the Gulf Cooperating Countries (GCC)
1 took the serious initiative of transforming the GCC into a global financial center. They …
1 took the serious initiative of transforming the GCC into a global financial center. They …