Tactical Asset Allocation

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.

Author(s) :

Lionel Martellini

Assistant Professor of Finance, Marshall School of BusinessAssociate Researcher, EDHEC Graduate School of Business

Daphne Sfeir

Research Engineer, EDHEC Risk and Asset Management Research Centre

Pdf
Tactical Asset Allocation...
(-1.00 B)
Type : Working paper
Date : le 01/02/2003
Extra information : For more information, please contact EDHEC Research and Development Department [ research@drd.edhec.edu ]
Research Cluster : Finance

See Also

EDHEC Global MBA OPEN DAY
News
- 16-02-2018
Looking to advance your career ?  Join the Global MBA team for an exclusive OPEN...
News
- 15-02-2018
  Choosing where to go to school is as important as choosing what to study. Your ability to gain knowledge and make the professional connections, that lead to success, are often...
IMPACT LEARNING: Blockchain, what is it and how will it change the world of finance?
News
- 14-02-2018
  The number of job postings on LinkedIn related to blockchain, cryptocurrency,...
The Rise of FakeInfra
News
- 14-02-2018
EDHECinfra, an EDHEC singaporean academic research organization for infrastructure...