Lionel Martellini, Daphné Sfeir: Tactical Asset Allocation (TAA) broadly refers to active strategies that seek to enhance portfolio performance by opportunistically shifting the asset mix in a portfolio in response to the changing patterns of return and risk.
Assistant Professor of Finance, Marshall School of BusinessAssociate Researcher, EDHEC Graduate School of Business
Research Engineer, EDHEC Risk and Asset Management Research Centre
|Type :||Working paper|
|Date :||le 01/02/2003|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ firstname.lastname@example.org ]|
|Research Cluster :||Finance|