Global Tactical Asset Allocation

Global Tactical Asset Allocation PDF

Author: Robert H. Brown

Publisher:

Published: 2000

Total Pages: 0

ISBN-13: 9780750640107

DOWNLOAD EBOOK →

A comprehensive guide to global tactical asset allocation. The text details how to develop systems to implement strategies in an efficient and cost-effective manner. It also discusses the concept of risk and how to control it.

Global Tactical Asset Allocation

Global Tactical Asset Allocation PDF

Author: Daan Potjer

Publisher:

Published: 2007

Total Pages: 145

ISBN-13: 9781906348007

DOWNLOAD EBOOK →

This Risk Executive Report explains what it is, what products exist and how these are managed. GTAA is the area in active investment management that seeks to exploit relative price movements between asset classes, markets, investment styles, currencies and commodities, with an absolute return focus to ensure maximum gains.

Global Tactical Asset Allocation Standard Requirements

Global Tactical Asset Allocation Standard Requirements PDF

Author: Gerardus Blokdyk

Publisher: 5starcooks

Published: 2018-11-25

Total Pages: 288

ISBN-13: 9780655503545

DOWNLOAD EBOOK →

Which Global tactical asset allocation goals are the most important? Is the Global tactical asset allocation organization completing tasks effectively and efficiently? How do you determine the key elements that affect Global tactical asset allocation workforce satisfaction? how are these elements determined for different workforce groups and segments? Is the Global tactical asset allocation process severely broken such that a re-design is necessary? Does Global tactical asset allocation appropriately measure and monitor risk? Defining, designing, creating, and implementing a process to solve a challenge or meet an objective is the most valuable role... In EVERY group, company, organization and department. Unless you are talking a one-time, single-use project, there should be a process. Whether that process is managed and implemented by humans, AI, or a combination of the two, it needs to be designed by someone with a complex enough perspective to ask the right questions. Someone capable of asking the right questions and step back and say, 'What are we really trying to accomplish here? And is there a different way to look at it?' This Self-Assessment empowers people to do just that - whether their title is entrepreneur, manager, consultant, (Vice-)President, CxO etc... - they are the people who rule the future. They are the person who asks the right questions to make Global tactical asset allocation investments work better. This Global tactical asset allocation All-Inclusive Self-Assessment enables You to be that person. All the tools you need to an in-depth Global tactical asset allocation Self-Assessment. Featuring 680 new and updated case-based questions, organized into seven core areas of process design, this Self-Assessment will help you identify areas in which Global tactical asset allocation improvements can be made. In using the questions you will be better able to: - diagnose Global tactical asset allocation projects, initiatives, organizations, businesses and processes using accepted diagnostic standards and practices - implement evidence-based best practice strategies aligned with overall goals - integrate recent advances in Global tactical asset allocation and process design strategies into practice according to best practice guidelines Using a Self-Assessment tool known as the Global tactical asset allocation Scorecard, you will develop a clear picture of which Global tactical asset allocation areas need attention. Your purchase includes access details to the Global tactical asset allocation self-assessment dashboard download which gives you your dynamically prioritized projects-ready tool and shows your organization exactly what to do next. You will receive the following contents with New and Updated specific criteria: - The latest quick edition of the book in PDF - The latest complete edition of the book in PDF, which criteria correspond to the criteria in... - The Self-Assessment Excel Dashboard, and... - Example pre-filled Self-Assessment Excel Dashboard to get familiar with results generation ...plus an extra, special, resource that helps you with project managing. INCLUDES LIFETIME SELF ASSESSMENT UPDATES Every self assessment comes with Lifetime Updates and Lifetime Free Updated Books. Lifetime Updates is an industry-first feature which allows you to receive verified self assessment updates, ensuring you always have the most accurate information at your fingertips.

Global Tactical Asset Allocation

Global Tactical Asset Allocation PDF

Author: Magnus Dahlquist

Publisher:

Published: 2008

Total Pages: 22

ISBN-13:

DOWNLOAD EBOOK →

We provide a framework for using conditioning information in the process of global asset allocation. While we discuss strategies in a global setting, the same reasoning can be applied to other asset allocation programs with different investment objectives. We examine three levels of asset allocation: unconditional or benchmark allocation, strategic asset allocation, and tactical asset allocation. We show how to use conditioning information in the process of global tactical asset allocation. An important lesson emerges. There is considerable work documenting predictability of returns using past information variables. Many of these variables are related to the stage of the business cycle, and suggest that much of the predictability in these assets, or markets, are common. The fact that returns are predictable means that active asset allocation strategies can outperform passive strategies. Uncovering the predictability is challenging as it but allows managers to beat traditional benchmarks.

Theory and Methodology of Tactical Asset Allocation

Theory and Methodology of Tactical Asset Allocation PDF

Author: Wai Lee

Publisher: John Wiley & Sons

Published: 2000-08-15

Total Pages: 168

ISBN-13: 9781883249724

DOWNLOAD EBOOK →

Asset allocation has long been viewed as a safe bet for reducing risk in a portfolio. Asset allocators strive to buy when prices are low and sell when prices rise. Tactical asset allocation (TAA) practitioners tend to emphasize shorter-term adjustments, reducing exposure when recent market performance has been good, and increasing exposure in a slipping market (in contrast to dynamic asset allocation, or portfolio insurance). As interest in this technique continues to grow, J.P. Morgan's Wai Lee provides comprehensive coverage of the analytical tools needed to successfully implement and monitor tactical asset allocation.

Strategic and Tactical Asset Allocation

Strategic and Tactical Asset Allocation PDF

Author: Henrik Lumholdt

Publisher: Springer

Published: 2018-07-21

Total Pages: 251

ISBN-13: 3319895540

DOWNLOAD EBOOK →

This book covers each step in the asset allocation process, addressing as many of the relevant questions as possible along the way. How can we formulate expectations about long-term returns? How relevant are valuations? What are the challenges to optimizing the portfolio? Can factor investing add value and, if so, how can it be implemented? Which are the key performance drivers for each asset class, and what determines how they are correlated? How can we apply insights about the business cycle to tactical asset allocation? The book is aimed at finance professionals and others looking for a coherent framework for decision-making in asset allocation, both at the strategic and tactical level. It stresses analysis rather than pre-conceived ideas about investments, and it draws on both empirical research and practical experience to give the reader as strong a background as possible.

Global Tactical Cross-Asset Allocation

Global Tactical Cross-Asset Allocation PDF

Author: David Blitz

Publisher:

Published: 2010

Total Pages: 34

ISBN-13:

DOWNLOAD EBOOK →

In this paper we examine global tactical asset allocation (GTAA) strategies across a broad range of asset classes. Contrary to market timing for single asset classes and tactical allocation across similar assets, this topic has received little attention in the existing literature. Our main finding is that momentum and value strategies applied to GTAA across twelve asset classes deliver statistically and economically significant abnormal returns. For a long top-quartile and short bottom-quartile portfolio based on a combination of momentum and value signals we find a return of 12% per annum over the 1986-2007 period. Performance is stable over time, also present in an out-of-sample period and sufficiently high to overcome transaction costs in practice. The return cannot be explained by potential structural biases towards asset classes with high risk premiums, nor the Fama French and Carhart hedge factors. We argue that financial markets may be macro inefficient due to insufficient lsquo;smart money' being available to arbitrage mispricing effects away.

Global Asset Allocation

Global Asset Allocation PDF

Author: MR Mebane T Faber

Publisher: Mebane Faber

Published: 2015-04-20

Total Pages: 132

ISBN-13: 9780988679924

DOWNLOAD EBOOK →

With all of our focus on assets - and how much and when to allocate them - are we missing the bigger picture? Our book begins by reviewing the historical performance record of popular assets like stocks, bonds, and cash. We look at the impact inflation has on our money. We then start to examine how diversification through combining assets, in this case a simple stock and bond mix, works to mitigate the extreme drawdowns of risky asset classes. But we go beyond a limited stock/bond portfolio to consider a more global allocation that also takes into account real assets. We track 13 assets and their returns since 1973, with particular attention to a number of well-known portfolios, like Ray Dalio's All Weather portfolio, the Endowment portfolio, Warren Buffett's suggestion, and others. And what we find is that, with a few notable exceptions, many of the allocations have similar exposures. And yet, while we are all busy paying close attention to our portfolio's particular allocation of assets, the greatest impact on our portfolios may be something we fail to notice altogether...

Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk

Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk PDF

Author: Gary Antonacci

Publisher: McGraw Hill Professional

Published: 2014-11-21

Total Pages: 256

ISBN-13: 0071849459

DOWNLOAD EBOOK →

The investing strategy that famously generates higher returns with substantially reduced risk--presented by the investor who invented it "A treasure of well researched momentum-driven investing processes." Gregory L. Morris, Chief Technical Analyst and Chairman, Investment Committee of Stadion Money Management, LLC, and author of Investing with the Trend Dual Momentum Investing details the author’s own momentum investing method that combines U.S. stock, world stock, and aggregate bond indices--a formula proven to dramatically increase profits while lowering risk. Antonacci reveals how momentum investors could have achieved long-run returns nearly twice as high as the stock market over the past 40 years, while avoiding or minimizing bear market losses--and he provides the information and insight investors need to achieve such success going forward. His methodology is designed to pick up on major changes in relative strength and market trend. Gary Antonacci has over 30 years experience as an investment professional focusing on under exploited investment opportunities. In 1990, he founded Portfolio Management Consultants, which advises private and institutional investors on asset allocation, portfolio optimization, and advanced momentum strategies. He writes and runs the popular blog and website optimalmomentum.com. Antonacci earned his MBA at Harvard.