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Dynamic Asset Allocation Based on Valuation and Momentum Applied to a Global All-Equity Portfolio
White, James - 2020
There has been considerable research into dynamic global tactical asset allocation (GTAA) strategies driven by simple measures of Valuation and Momentum applied to a baseline balanced portfolio of equities and fixed income (see Blitz and van Vliet 2008, Wang and Kochard 2011, Gnedenko and Yelnik...
Persistent link: https://www.econbiz.de/10012838940
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Asset Price Trend Theory : Reframing Portfolio Theory from the Ground Up
Dubois, Robert - 2013
Traditional portfolio optimization models specify placement of capital as rather irrevocably and fully at risk through investment horizon(s) or continuously. Under this constraint, asset class allocation typically serves as primary mode of diversification, pursuing risk moderation by seeking to...
Persistent link: https://www.econbiz.de/10013084090
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If George Costanza Were a Hedge Fund Manager
White, James - 2019
Continuously rebalanced long-short trades are similar to highly levered trades in that their PNL profile depends not only on the final distribution of return, but also on the realized co-variance structure of the asset pair. It's easily possible for both orientations of a rebalanced long-short...
Persistent link: https://www.econbiz.de/10012894939
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To Realize, or Not to Realize? Capital Gains Tax and Portfolio Choice
White, James; Haghani, Victor - 2020
method for answering some of the important questions arising from the interaction of taxes and investing. Investment theory …
Persistent link: https://www.econbiz.de/10014352082
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A synthesis of Keynesian, monetary, and portfolio approaches to flexible exchange rates
Thorvaldur Gylfason; Helliwell, John F. - 1983
Persistent link: https://www.econbiz.de/10000688173
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A synthesis of keynesian, monetary and portfolio approaches to flexible exchange rates
Gylfason, Thorvaldur; Helliwell, John F. - 1983
Persistent link: https://www.econbiz.de/10000082270
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A synthesis of Keynesian, monetary and portfolio approaches to flexible exchange rates
Gylfason, Thorvaldur; Helliwell, John F. - 1982
Persistent link: https://www.econbiz.de/10001504214
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Portfolio crowding-out in einem Keynesianischen Modell?
Zieschang, Matthias - In: Konzepte und Erfahrungen der Geldpolitik, (pp. 123-136). 1995
Persistent link: https://www.econbiz.de/10001316329
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The safety of speculation …
Woods, J. E. - In: Cambridge journal of economics 45 (2021) 5, pp. 1069-1097
Persistent link: https://www.econbiz.de/10012618754
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Using Keynes’s Conventional Coefficient of Weight and Risk, C, From Chapter 26 of His a Treatise on Probability, to Help Explain Keynes’s Three Equations in Chapter 17 of the Gener...
Brady, Michael Emmett - 2021
The mathematical equations Keynes wrote out in chapter 17, in explaining his generalization of his theory of liquidity … misleading scribbled margin notes in his copy of the General Theory in chapter 17 are basically using pA. Liquidity preference … has absolutely NOTHING to do with probability.The result has been that chapter 17 of the General Theory, which is quite …
Persistent link: https://www.econbiz.de/10013238898