Sentences with phrase «adaptive asset allocation model»

Not exact matches

The relative strength model uses an equal weight allocation for the model selected assets, whereas the adaptive asset allocation uses either risk parity allocation or minimum variance allocation for the model assets, i.e., it either equalizes the risk contribution across the selected assets or weights the assets in order to minimize the expected volatility.

The relative strength model uses an equal weight allocation for the model selected assets, whereas the adaptive asset allocation uses either risk parity allocation or minimum variance allocation for the model assets to minimize the expected volatility.