The article presents suggestions for the creation of portfolios comprising of Vanguard mutual funds. The author restricted each portfolio to five funds that belonged to a range of asset classes. It is suggested that the asset allocation should be varied according to an individual's risk appetite ...
Portfolio strategies that use conditioning information to predict emerging market returns produce impressive out-of-sample performance over the 1980-1992 period... CR Harvey - 《Nber Working Papers》 被引量: 122发表: 1994年 How Inefficient is the 1/N Asset-Allocation Strategy? In this paper, we...
In this paper we examine the economic and statistical significance of these asymmetries for asset allocation decisions in an out-of-sample setting. We consider the problem of a CRRA investor allocating wealth between the risk-free asset, a small-cap and a large-cap portfolio, using monthly data...
Portfolioof a particular Servicer then servicingthe Loansin such Seller’s Relevant Loan Portfolio, the Seller shall select Loansfor saleor pledge from the Relevant Loan Portfolio at random (selected in the manner specified by therelated Sellerto, andapproved by, the Department prior to such ...
An Examination of Resampled Portfolio Efficiency. We examined the out-of-sample performance of using resampled portfolio efficiency, an approach proposed in 1998, in international asset allocation strategi... Fletcher,Jonathan,Hillier,... - 《Financial Analysts Journal》 被引量: 32发表: 2001年 An ...
Investment Objective of this Asset Classification (source: Lipper): Funds that, by portfolio practice, invest at least 75% of their equity assets in companies both inside and outside of the U.S. with market capitalizations (on a three-year weighted basis) below Lipper's global large-cap ...
2. If the Investment Adviser delegates its responsibilities to more than one Sub-Adviser, the Investment Adviser shall be responsible for assigning to each Sub-Adviser that portion of the assets of the Portfolio for which the Sub-Adviser is to act as Sub-Adviser, subject to the approval of ...
TRIRIGA provides data load set and integration object portfolio sample data for use in the Data Load Manager.
allocationdecisionsinanout-of-samplesetting.Weconsidertheproblemofa constantrelativeriskaversion(CRRA)investorallocatingwealthbetweentherisk- freeasset,asmall-capportfolio,andalarge-capportfolio.Weusemodelsthat cancapturetime-varyingmomentsuptothefourthorder,andweusecopula ...
(c) On the Cut-Off Date with respect to any Loan Asset, the Servicer will deposit into the Collection Account all Available Collections received in respect of Eligible Loan Assets being transferred to and included as part of the Collateral Portfolio on such date. (d) With the prior written...