Interest Rate Uncertainty and Strategic Asset Allocation with Borrowing and Short Sales Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.1344255 ◽

2009 ◽

Author(s):

Carsten Sørensen

Keyword(s):

Interest Rate ◽

Asset Allocation ◽

Short Sales ◽

Strategic Asset Allocation

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Interest Rate Uncertainty and Strategic Asset Allocation with Borrowing and Short Sales Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.966207 ◽

2007 ◽

Author(s):

Carsten Sørensen

Keyword(s):

Interest Rate ◽

Asset Allocation ◽

Short Sales ◽

Strategic Asset Allocation

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Strategic asset allocation for institutional investors and real estate

Proceedings of the 20th Annual European Real Estate Society Conference - Vienna, Austria ◽

10.15396/eres2013_ind_106 ◽

2013 ◽

Keyword(s):

Real Estate ◽

Asset Allocation ◽

Institutional Investors ◽

Strategic Asset Allocation

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Asset Allocation in a Distorted Interest Rate Environment

CFA Institute Conference Proceedings Quarterly ◽

10.2469/cp.v30.n1.4 ◽

2013 ◽

Vol 30 (1) ◽

pp. 27-31

Author(s):

Ian MacFarlane

Keyword(s):

Interest Rate ◽

Asset Allocation ◽

Rate Environment

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Strategic Asset Allocation for Individual Investors: The Impact of the Present Value of Social Security Benefits

CFA Digest ◽

10.2469/dig.v32.n2.1082 ◽

2002 ◽

Vol 32 (2) ◽

pp. 77-79

Author(s):

Johann U. de Villiers

Keyword(s):

Social Security ◽

Asset Allocation ◽

Individual Investors ◽

Present Value ◽

Strategic Asset Allocation ◽

Social Security Benefits ◽

The Impact

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Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (a review)

Financial Analysts Journal ◽

10.2469/faj.v58.n5.2474 ◽

2002 ◽

Vol 58 (5) ◽

pp. 100-101

Author(s):

Mark S. Rzepczynski

Keyword(s):

Portfolio Choice ◽

Asset Allocation ◽

Strategic Asset Allocation

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Optimization with Tail-Dependence and Tail Risk: A Copula Based Approach for Strategic Asset Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.942275 ◽

2006 ◽

Author(s):

Francesco Paolo Natale

Keyword(s):

Asset Allocation ◽

Tail Dependence ◽

Tail Risk ◽

Strategic Asset Allocation

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Investigating the relationship between high-yield bonds and equities and its implications for strategic asset allocation during the Great Recession

International Journal of Finance & Economics ◽

10.1002/ijfe.1711 ◽

2018 ◽

Vol 24 (3) ◽

pp. 1193-1209 ◽

Cited By ~ 1

Author(s):

Georgios Menounos ◽

Constantinos Alexiou ◽

Sofoklis Vogiazas

Keyword(s):

Great Recession ◽

Asset Allocation ◽

High Yield ◽

Strategic Asset Allocation ◽

The Great Recession ◽

The Relationship

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Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective

SSRN Electronic Journal ◽

10.2139/ssrn.1691621 ◽

2010 ◽

Cited By ~ 1

Author(s):

Massimo Guidolin ◽

Stuart Hyde

Keyword(s):

Asset Allocation ◽

Asset Returns ◽

Regime Shifts ◽

Var Models ◽

Strategic Asset Allocation

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Strategic Asset Allocation in Stochastic Environment and Incomplete Markets: Evidence on Horizon and Hedging Effects

SSRN Electronic Journal ◽

10.2139/ssrn.2063018 ◽

2006 ◽

Author(s):

Ahmad Ali Telfah

Keyword(s):

Incomplete Markets ◽

Asset Allocation ◽

Stochastic Environment ◽

Strategic Asset Allocation

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Strategic Asset Allocation for Pension Plans

10.1093/oxfordhb/9780199272464.003.0022 ◽

2006 ◽

Cited By ~ 16

Author(s):

John Y. Campbell ◽

Luis M. Viceira

Keyword(s):

Asset Allocation ◽

Pension Plans ◽

Strategic Asset Allocation

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