Sentences with phrase «simple asset allocation model»

Bonds are generally regarded as the safer counterpart to stocks in a simple asset allocation model.

Not exact matches

Looking at a simple asset allocation, a theoretical allocation to long - dated U.S. bonds (+20 years) fluctuates from as low as 3 % to as high as 25 % based on changes to the risk model, i.e. correlation of different asset classes.

Backtesting this strategy is more difficult than a simple risk - parity or static asset allocation model.

There are several variables to mix and match when developing a simple tactical asset allocation model like those detailed in Faber's book.