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Tactical Asset Allocation.pdf

SSRN-id962461.pdf
Preview of Tactical Asset Allocation
🔗 Source: mebfaber.com
📊 Size: 923 KB
👤 Author: Mebane Faber
⬇️ Downloads: 112

Summary

A quantitative approach to tactical asset allocation is updated with new data from 2008-2012, showing the models performed well in real-time, achieving equity-like returns with bond-like volatility and drawdowns. The update includes additional asset classes, alternative cash management strategies, and conservative and aggressive approaches. Since the original publication in 2006, the investing world has seen significant events, including a devastating bear market in 2008-2009, where many asset classes experienced large declines simultaneously. Despite this, the models have held up, and the paper examines the effects of departures from the original system, including adding more asset classes and introducing alternative portfolio allocations.

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Description

A quantitative approach to tactical asset allocation is updated with new data from 2008-2012, showing the models performed well in real-time, achieving...

Technical Information

  • File Format: PDF
  • File Size: 923 KB
  • Pages: 70
  • Language: EN
  • Author: Mebane Faber
  • Total Downloads: 112
  • Last Updated: 1 week ago

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This PDF document about Tactical Asset Allocation provides comprehensive information and guidance. Whether you're a beginner or advanced user, this resource offers valuable insights into Tactical Asset Allocation.

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