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Theory Method Tact Asset Allocation Book

Theory Method Tact Asset Allocation
Theory Method Tact Asset Allocation, , Theory Method Tact Asset Allocation has a rating of 3 stars
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  • Theory Method Tact Asset Allocation
  • Written by author Lee
  • Published by Wiley, John & Sons, Incorporated, August 2000
  • Asset allocation has long been viewed as a safe bet for reducing risk in a portfolio. Asset allocators strive to buy when prices are low and sell when prices rise. Tactical asset allocation (TAA) practitioners tend to emphasize shorter-term adjustments, r
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Authors

Preface.
Acknowledgments.
About the Author.
1. Introduction.
2. Tactical Asset Allocation: A Portfolio Theory Perspective.
3. Performance Measures.
4. Performance Characteristics Under Imperfect Information.
5. Bias Therapy: Theory of Signal Filtering.
6. Portfolio Construction I: Optimal Aggressiveness Factors.
7. Portfolio Construction II: Black-Litterman Approach.
8. Epilogue on Portfolio Construction.
Bibliography.
Index.


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