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for possible inclusion in the strategic asset allocation. Examples of such premiums that have been documented for the … strategic allocation to these premiums is sizable, even when using highly conservative assumptions regarding their future …
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Information is key to decision-making and is a major determinant of investment performance. We hypothesise that as analysts are constrained by their research resources, they collect information with more externalities. Measuring information externalities as a stock’s fundamental correlations...
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for possible inclusion in the strategic asset allocation. Examples of such premiums that have been documented for the … strategic allocation to these premiums is sizable, even when using highly conservative assumptions regarding their future …
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"Capital Allocation" endows us to study the probabilistic equilbrium reached from the expected movments of the Stock …
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