Rethinking Tactical Asset Allocation: Using ETFs for Quantitative and Systematic Allocation Between Equity and Fixed-Income Sectors

2021 ◽  
Author(s):  
Greg Kaldor ◽  
Ankur Singh ◽  
Tara W. Merrigan
Keyword(s):  
Asset Allocation ◽  
Fixed Income ◽  
Tactical Asset Allocation

Global Tactical Asset Allocation for Institutional Investment Management

2012 ◽  
Author(s):  
Leo de Bever ◽  
Jagdeep Singh Bachher ◽  
Roman Chuyan ◽  
Ashby H. B. Monk
Keyword(s):  
Asset Allocation ◽  
Investment Management ◽  
Institutional Investment ◽  
Tactical Asset Allocation

Asset Allocation Strategies and Commodities

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.

A multivariate dichotomic approach for tactical asset allocation

2005 ◽  
Vol 6 (3) ◽  
pp. 206-218 ◽  
Author(s):  
Mathieu Roberge ◽  
Cécile Le Moigne
Keyword(s):  
Asset Allocation ◽  
Tactical Asset Allocation
Sign in / Sign up

Export Citation Format

Share Document