International Asset Allocation with Time‐Varying Investment Opportunities

Allan Timmermann; David Blake

doi:10.1086/426520

International Asset Allocation with Time‐Varying Investment Opportunities

The Journal of Business ◽

10.1086/426520 ◽

2005 ◽

Vol 78 (1) ◽

pp. 71-98 ◽

Cited By ~ 31

Author(s):

Allan Timmermann ◽

David Blake

Keyword(s):

Asset Allocation ◽

Time Varying ◽

Investment Opportunities ◽

International Asset Allocation

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International Asset Allocation with Time-Varying Investment Opportunities

CFA Digest ◽

10.2469/dig.v35.n4.1783 ◽

2005 ◽

Vol 35 (4) ◽

pp. 76-77

Author(s):

Christopher J. Sullivan

Keyword(s):

Asset Allocation ◽

Time Varying ◽

Investment Opportunities ◽

International Asset Allocation

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International asset allocation with time varying risk: an analysis and implementation

Japan and the World Economy ◽

10.1016/0922-1425(94)90034-5 ◽

1994 ◽

Vol 6 (1) ◽

pp. 1-25 ◽

Cited By ~ 5

Author(s):

Robert Cumby ◽

Stephen Figlewski ◽

Joel Hasbrouck

Keyword(s):

Asset Allocation ◽

Time Varying ◽

International Asset Allocation

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Hedge Funds and Optimal Asset Allocation: Bayesian Expectations, Time-Varying Investment Opportunities and Mean-Variance Spanning

SSRN Electronic Journal ◽

10.2139/ssrn.1928320 ◽

2011 ◽

Author(s):

Wolfgang Bessler ◽

Julian Holler ◽

Philipp Kurmann

Keyword(s):

Asset Allocation ◽

Hedge Funds ◽

Time Varying ◽

Investment Opportunities ◽

Mean Variance

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International Asset Allocation with Time-Varying Correlations

SSRN Electronic Journal ◽

10.2139/ssrn.156048 ◽

1999 ◽

Cited By ~ 1

Author(s):

Andrew Ang ◽

Geert Bekaert

Keyword(s):

Asset Allocation ◽

Time Varying ◽

International Asset Allocation

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Long-Term Asset Allocation under Time-Varying Investment Opportunities: Optimal Portfolios with Parameter and Model Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.2883768 ◽

2018 ◽

Cited By ~ 1

Author(s):

Thomas Dangl ◽

Alex Weissensteiner

Keyword(s):

Asset Allocation ◽

Model Uncertainty ◽

Time Varying ◽

Optimal Portfolios ◽

Investment Opportunities

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International Asset Allocation with Time-Varying Correlations

10.3386/w7056 ◽

1999 ◽

Cited By ~ 41

Author(s):

Andrew Ang ◽

Geert Bekaert

Keyword(s):

Asset Allocation ◽

Time Varying ◽

International Asset Allocation

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Time-varying Optimal Weights for International Asset Allocation in African, and South Asian Markets

Econometric Methods and Their Applications in Finance, Macro and Related Fields ◽

10.1142/9789814513470_0005 ◽

2014 ◽

pp. 103-128

Author(s):

Dalia El-Edel

Keyword(s):

South Asian ◽

Asset Allocation ◽

Time Varying ◽

Optimal Weights ◽

International Asset Allocation

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OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME-VARYING RISK

Scottish Journal of Political Economy ◽

10.1111/j.1467-9485.2006.00394.x ◽

2006 ◽

Vol 53 (5) ◽

pp. 543-564 ◽

Cited By ~ 1

Author(s):

Thomas J. Flavin ◽

Michael R. Wickens

Keyword(s):

Asset Allocation ◽

Time Varying ◽

International Asset Allocation

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Recent Developments in International Asset Allocation and Currency Risk Management

CFA Digest ◽

10.2469/dig.v29.n1.421 ◽

1999 ◽

Vol 29 (1) ◽

pp. 53-54

Author(s):

William H. Sackley

Keyword(s):

Risk Management ◽

Asset Allocation ◽

Currency Risk ◽

Recent Developments ◽

International Asset Allocation

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Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals’ Asset Allocation

CFA Digest ◽

10.2469/dig.v39.n1.47 ◽

2009 ◽

Vol 39 (1) ◽

pp. 86-88

Author(s):

Christopher J. Sullivan

Keyword(s):

Risk Aversion ◽

Asset Allocation ◽

Time Varying

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