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

Presentation :

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

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