Combining Strategic and Tactical Asset Allocation
Author | : Gary Antonacci |
Publisher | : |
Total Pages | : |
Release | : 2015 |
ISBN-10 | : OCLC:1308741105 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Download or read book Combining Strategic and Tactical Asset Allocation written by Gary Antonacci and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Mean variance analysis has long been utilized as a tool for portfolio construction. In this paper we see how it can also be used for exploring the diverse asset classes represented by exchange traded funds and notes. Mid-cap stocks and mortgage-backed bonds may offer under exploited investment opportunities.We will also see how a timing overlay can add considerable value in constructing efficient portfolios of exchange traded funds and notes.