MATOS J A ; SILVA N.Consuming durable goods when stock markets jump: a strategie asset allocation approach.Journal of Economic Dynamics and Control.2014.86-104de Matos, J. A., Silva, N., 2014. Consuming durable goods when stock markets jump: A strategic asset allocation approach. Journal of...
The key steps involved in establishing a strategic asset allocation are making capital market assumptions, identifying candidate portfolios, and modeling assets and liabilities. When considering alternative investments, such as private equity or hedge funds, a pragmatic approach is suggested that does not...
Another approach is to diversify into offshore and alternative assets such as real estate, private equity and infrastructure debt with relatively low correlations to the traditional asset classes. Allocation to alternative investments can enhance portfolio ef ciency and effectively move a ...
Morningstar Associates'StrategicAssetAllocationapproach that diversifies across investment styles, [...] dbs.com.hk dbs.com.hk 每季由星展銀行投資總監及其團隊為你提供不同資產類別市場展望及戰略性資產配置,以及Morningst ar Associates以策略性資產配置方式所制訂的模擬投資組合將投資分散於不同的行業、資產及地...
Strategic Asset Allocation Example Suppose 60-year-old Mrs. Smith, who has a conservative approach to investing and is five years away from retirement, has a strategic asset allocation of 40% equities / 40% fixed income / 20% cash. Assume Mrs. Smith has a $500,000 portfolio and rebalance...
The strategic asset allocation target, described as the weight in each asset class, will then serve as the Fund's overall benchmark 被描绘为每一资产分类中加权数的战略性资产分配目标,届时将成为基金的全面基准。 MultiUn The Fund needs to adopt a more systematic approach to asset-liability mode...
Morningstar Associates'Strategic AssetAllocation approach that diversifies across investment [...] dbs.com.hk dbs.com.hk 每季由星展銀行投資總監及其團隊為你提供不同資產類別市場展望及戰略性資產配置,以及Morningst ar Associates以策略性資產配置方式所制訂的模擬投資組合將投資分散於不同的行業、資產及地區,以...
This paper extends the existing literature by analysing the performance of Islamic vs conventional equities in a strategic asset allocation framework. I consider two types of investors: a faith-based investor and a conventional investor. The faith-based investor invests in shariah complaint equities onl...
Asset allocation may be the most important decision an investor can make, but what is Strategic Asset Allocation?
Strategic Asset Allocation distributes the investor savings among various asset classes. Learn about its process, advantages and risk.