Diversification Benefits Across Asset Classes: Principle Component Approach

The voice recognition system is about cognizing the signals, by feature extraction and identification of related parameters. The whole process is referred to as voice analytics. The paper aims at analysing and synthesizing the phonetics of voice using a computer program called “PRAAT”. The work carried out in the paper also supports the analysis of voice segmentation labelling, analyse the unique features of voice cues, understanding physics of voice, further the process is carried out to recognize sarcasm. Different unique features identified in the work are, intensity, pitch, formants related to read, speak, interactive and declarative sentences by using principle component analysis.

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Asset Allocation Strategies and Commodities

10.1093/oso/9780190656010.003.0021 ◽

2018 ◽

Author(s):

Claudio Boido

Keyword(s):

Asset Allocation ◽

Asset Management ◽

Central Banking ◽

Fixed Income ◽

Fixed Income Securities ◽

Asset Classes ◽

Alternative Beta ◽

Asset Managers ◽

Selection Of ◽

Allocation Strategies

As a result of the financial crisis of 2007–2008 and subsequent central banking decisions, the asset management industry changed its asset allocation choices. Asset managers are focusing their attention on the search for new asset classes by taking advantage of the new opportunities to capture risk premia with the aim of exceeding the returns given by traditional investments, including traded equities, fixed income securities, and cash. By doing so, they are trying to improve the selection of alternative assets, such as commodities that sometimes have relatively low correlations with traditional assets. The chapter begins by describing the principles of asset allocation, distinguishing between passive and active asset allocation, also focusing on beta and alternative beta. It then concentrates on how investors can gain exposure to commodities through different investment vehicles and strategies.

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