Adaptive Asset Allocation

Adaptive Asset Allocation builds on Harry Markowitz’s 1952 Modern Portfolio Theory by providing greater risk management to traditional static allocation models. By adjusting risk exposures within the portfolio in response to the macroeconomic environment, investors can reduce exposure to crisis market conditions and significantly improve long-run performance

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Year of publication:	[2021]
Authors:	Rowles, Shaun
Publisher:	[S.l.] : SSRN
Subject:	Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Kapitalanlage \| Financial investment

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Extent:	1 Online-Ressource (20 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 15, 2020 erstellt
Other identifiers:	10.2139/ssrn.3740102 [DOI]
Classification:	E31 - Price Level; Inflation; Deflation ; C51 - Model Construction and Estimation ; B41 - Economic Methodology ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G00 - Financial Economics. General ; G01 - Financial Crises
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013250291