Sentences with phrase «published asset allocation»
Unlike the competing wrap ETFs from iShares, Claymore has published asset allocation targets for these funds.
http://www.canadiancapitalist.com/ Not exact matches
Mr. Wander has published several articles on a variety of investment topics, including risk management, asset allocation, the analysis and use of hedge funds, the application of quantitative investment approaches, and other topics focusing on both theoretical and practical investment concepts.
Roger Ibbotson and Paul Kaplan published a landmark study in 2001 titled «Does Asset Allocation Policy Explain 40 %, 90 %, or 100 % of Performance?»
Research performed by Cambria and set forth in Meb Faber's white paper A Quantitative Approach to Tactical Asset Allocation (first published in 2006 and then updated in 2013) shows that historically sorting assets based on trailing measures of momentum and trend has led to outperformance.
Investment firms often publish recommended asset allocations based on their outlook for the relative performance of the stock, bond and money markets.
His research paper «Relationship of Asset Allocation Policy and Portfolio Performance» has been published in esteemed research journals.
According to the article, Prof. William Reichenstein at Baylor University in Waco, Texas in a paper published recently in Financial Analysts Journal, concluded that «Financial managers who use the traditional approach to calculate individuals» asset allocations are miscalculating their true allocations.
You may have seen one of the handful of «asset allocation» reports that have been published in the past.
In a series of articles we published in 2016,1 we show that relative valuations predict subsequent returns for both factors and smart beta strategies in exactly the same way price matters in stock selection and asset allocation.
This is pretty much the same as a few of the «adaptive asset allocation» algorithms» being published recently.
An extensive new «First Take» analysis published by Goldman Sachs Asset Management (GSAM) suggests corporate defined benefit (DB) plan sponsors are likely to increase allocations to fixed income as their funded statuses collectively rise.
He has developed his asset allocation model based on Harry Markowitz's research paper «Portfolio selection,» published in the Journal of Finance.
The so - called Global Tactical Asset Allocation (GTAA) strategy grew out of Faber's widely read research paper, A Quantitative Approach to Tactical Asset Allocation, first published in 2007.
James Montier, one of our favourite thinkers and fellow evangelist for behavioural economics and evidence based investing, published a great report last year entitled, «I Want to Break Free, or, Strategic Asset Allocation ≠ Static Asset Allocation ``.