Relevant bibliographies by topics / Tactical Asset Allocation (TAA)

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Tactical Asset Allocation (TAA)'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Tactical Asset Allocation (TAA)"

1

Brown, Robert A. "TAA Properly Defined." Finance and Market 4, no. 1 (2019): 1. http://dx.doi.org/10.18686/fm.v4i1.1097.

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<p>Tactical Asset Allocation (TAA) has generally been misspecified, oversold, and subsequently underdelivered. Nevertheless, TAA offers a series of highly attractive investment attributes when adviser/client expectations are properly set and the strategy is appropriately positioned as a portion of a comprehensive investor solution. This article’s objective is three-fold. First, to identify the attractive investment attributes of TAA relative to passive buy & hold. Second, to quantify or parameterize these relative advantages so that users can better assess the relevance of TAA fo
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Kim Hin, David HO, and Justin WONG Chia Chern. "Introducing REITs (Real Estate Investment Trusts) to Enhance the Risk Adjusted Returns of the Risky Direct Real Estate Portfolio." Journal of Economics and Public Finance 2, no. 2 (2016): 323. http://dx.doi.org/10.22158/jepf.v2n2p323.

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<p><strong><em>Purpose</em></strong><strong><em>:</em></strong><em> </em><em>The paper has several objectives in mind: to examine whether or not </em><em>a dynamic, ex ante AHP-SAA model and a dynamic Markowitz QP TAA model that utilizes de-smoothed data, produces an investment strategy, which further optimizes the risk-adjusted return of the pan-Asian real estate portfolio. It examines the required de-smoothing and Modern Portfolio Theory (MPT) for the TAA. </em><em></em></p><p>&l
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Philips, Thomas K., Greg T. Rogers, and Robert E. Capaldi. "Tactical Asset Allocation." Journal of Portfolio Management 23, no. 1 (1996): 57–64. http://dx.doi.org/10.3905/jpm.1996.409576.

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Goodsall, William A. R. "Tactical Asset Allocation." AIMR Conference Proceedings 1998, no. 6 (1998): 102–10. http://dx.doi.org/10.2469/cp.v1998.n6.10.

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de Silva, Harindra. "Modern Tactical Asset Allocation." CFA Institute Conference Proceedings Quarterly 23, no. 4 (2006): 1–10. http://dx.doi.org/10.2469/cp.v23.n4.4365.

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Thompson, Brad. "Why Tactical Asset Allocation?" Journal of Index Investing 7, no. 3 (2016): 96–100. http://dx.doi.org/10.3905/jii.2016.7.3.096.

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Trent, William A. "Strategic versus Tactical Asset Allocation." CFA Digest 34, no. 3 (2004): 72–74. http://dx.doi.org/10.2469/dig.v34.n3.1530.

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Anson, Mark J. P. "Strategic versus Tactical Asset Allocation." Journal of Portfolio Management 30, no. 2 (2004): 8–22. http://dx.doi.org/10.3905/jpm.2004.319926.

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Mangiero, Susan M. "Tactical Asset Allocation: 1977–1994." CFA Digest 27, no. 3 (1997): 40–41. http://dx.doi.org/10.2469/dig.v27.n3.115.

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Faff, Robert, David R. Gallagher, and Eliza Wu. "Tactical Asset Allocation: Australian Evidence." Australian Journal of Management 30, no. 2 (2005): 261–82. http://dx.doi.org/10.1177/031289620503000205.

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Dissertations / Theses on the topic "Tactical Asset Allocation (TAA)"

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Andersson, Markus. "Multivariate Financial Time Series and Volatility Models with Applications to Tactical Asset Allocation." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-175326.

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The financial markets have a complex structure and the modelling techniques have recently been more and more complicated. So for a portfolio manager it is very important to find better and more sophisticated modelling techniques especially after the 2007-2008 banking crisis. The idea in this thesis is to find the connection between the components in macroeconomic environment and portfolios consisting of assets from OMX Stockholm 30 and use these relationships to perform Tactical Asset Allocation (TAA). The more specific aim of the project is to prove that dynamic modelling techniques outperfor
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Flavin, Thomas J. "Tactical asset allocation." Thesis, University of York, 1999. http://etheses.whiterose.ac.uk/2493/.

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Rey, David. "Stock market predictability and tactical asset allocation /." [S.l. : s.n.], 2004. http://www.gbv.de/dms/zbw/470721448.pdf.

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Casas, C. Augusto. "Application of Artificial Neural Networks to the Tactical Asset Allocation Model." NSUWorks, 2002. http://nsuworks.nova.edu/gscis_etd/445.

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Tactical asset allocation (T AA) is an investment strategy that switches an investment among different types of asset classes such as stocks, bonds or cash. The strategy consists of identifying the assets with the best performance potential within a defined short period of time. Artificial neural networks (ANN) have been successfully used to model nonlinear systems such as stock and bond price series. ANN have been used to forecast stock and bonds prices. The goal of most investment managers is to beat the market. This means to outperform an index representative of a specific overall market. T
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Barahona, Ricardo Manuel de Sousa Machado Calvente de. "Parametric portfolio policies: an application for a global tactical asset allocation model." Master's thesis, NSBE - UNL, 2012. http://hdl.handle.net/10362/9589.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics<br>Despite the extensive literature on the predictability of asset class returns and its economic significance, it is common for many asset managers to implement portfolio models built around active management within an asset class, while generally having passive allocations to each asset class based on the risk profile of the investor. We can exploit some of the predictability by using information on economic factors and momentum that explain
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Kustrin, Daniel. "Forecasting financial time series with correlation matrix memories for tactical asset allocation." Thesis, University of York, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.298529.

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DUARTE, THIAGO BARATA. "TACTICAL ASSET ALLOCATION FOR OPEN PENSION FUNDS USING MULTI-STAGE STOCHASTIC PROGRAMMING." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2015. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26820@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>PROGRAMA DE EXCELENCIA ACADEMICA<br>Uma importante questão que se coloca para entidades abertas de previdência complementar e sociedades seguradoras que operam previdência complementar é a definição de uma gestão dos ativos e passivos (do inglês ALM – Asset and Liability Management). Tal questão se torna mais relevante em um cenário de alta competitividade, margens operacionais decrescentes, garantias mínimas de rentabilidade para um passivo estocástico de longo prazo e um perí
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Weber, Andreas. "Tactical Asset Allocation in Commodities Futures An Investigation on the Role of Commodities as an Asset Class /." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/02607661003/$FILE/02607661003.pdf.

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BORELLO, GIULIANA. "EMPIRICAL EVIDENCE ON PREDICTABILITY OF EXCESS RETURNS: CONTRARIAN STRATEGY, DOLLAR COST AVERAGING, TACTICAL ASSET ALLOCATION BASED ON A THICK MODELING STRATEGY." Doctoral thesis, Università Cattolica del Sacro Cuore, 2010. http://hdl.handle.net/10280/694.

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Questa tesi è composta da 3 differenti lavori che ci confermano la prevedibilità degli extra rendimenti rispetto al mercato usando semplici strategie di portafoglio azionario utilizzabili sia dal semplice risparmiatore sia dall'investitore istituzionale. Nel primo capitolo è stata analizzata la profittabilità della contrarian strategy nel mercato azionario Italiano. In letteratura é stato già abbondantemente dimostrato che i rendimenti azionari sono caratterizzati da un’autocorrelazione negativa nel breve periodo e da un effetto di ritorno alla media nel lungo periodo. La contrarian strategy
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Kazi-tani, Zakaria, and Alvarez André Ramirez. "Optimizing the Nuclear Waste Fund's Profit." Thesis, Stockholms universitet, Företagsekonomiska institutionen, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-163865.

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The Nuclear Waste Fund constitutes a financial system that finances future costs of the management of spent nuclear fuel as well as decommissioning of nuclear power plants. The fund invests its capital under strict rules which are stipulated in the investment policy established by the board. The policy stipulates that the fund can only invest according to certain allocation limits, and restricts it to invest solely in nominal and inflation-linked bonds issued by the Swedish state as well as treasury securities. A norm portfolio is built to compare the performance of the NWF’s investments. On a
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Books on the topic "Tactical Asset Allocation (TAA)"

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Lumholdt, Henrik. Strategic and Tactical Asset Allocation. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89554-3.

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1958-, Ito Ko ichi, ed. Gaishi no asetto manejimento: Risk & return, modern portfolio theory asset allocation, global tactical asset allocation. Nikkei BPsha, 2001.

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Theory and Methodology of Tactical Asset Allocation. Wiley, 2000.

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Lee, Wai. Theory and Methodology of Tactical Asset Allocation. Wiley & Sons, Incorporated, John, 2008.

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Lumholdt, Henrik. Strategic and Tactical Asset Allocation: An Integrated Approach. Palgrave Macmillan, 2018.

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Lumholdt, Henrik. Strategic and Tactical Asset Allocation: An Integrated Approach. Springer, 2018.

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McGee, Robert T. Applied Financial Macroeconomics and Investment Strategy: A Practitioner’s Guide to Tactical Asset Allocation. Palgrave Macmillan, 2015.

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Book chapters on the topic "Tactical Asset Allocation (TAA)"

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Hagenstein, Frank, Alexander Mertz, and Jan Seifert. "Tactical Asset Allocation." In Investing in Corporate Bonds and Credit Risk. Palgrave Macmillan UK, 2004. http://dx.doi.org/10.1057/9780230523296_4.

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Lumholdt, Henrik. "Introduction to Asset Allocation." In Strategic and Tactical Asset Allocation. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89554-3_1.

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Lumholdt, Henrik. "Tactical Macro-Drivers." In Strategic and Tactical Asset Allocation. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89554-3_8.

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Rasmussen, Mikkel. "Strategic and Tactical Asset Allocation." In Quantitative Portfolio Optimisation, Asset Allocation and Risk Management. Palgrave Macmillan UK, 2003. http://dx.doi.org/10.1057/9780230512856_12.

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Lumholdt, Henrik. "Strategic Versus Tactical Asset Allocation." In Strategic and Tactical Asset Allocation. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89554-3_3.

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de Freitas, Eleanor, and Catherine Barker. "ETFs — Tactical Asset Allocation Tools." In Exchange Traded Funds. Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/3-540-27637-8_7.

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Lumholdt, Henrik. "Optimizing the Strategic Asset Allocation." In Strategic and Tactical Asset Allocation. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89554-3_5.

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Lumholdt, Henrik. "Factor Investing II." In Strategic and Tactical Asset Allocation. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89554-3_7.

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Lumholdt, Henrik. "The Four Phases Framework." In Strategic and Tactical Asset Allocation. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89554-3_9.

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Lumholdt, Henrik. "Performance Evaluation." In Strategic and Tactical Asset Allocation. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89554-3_2.

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Conference papers on the topic "Tactical Asset Allocation (TAA)"

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Coates, R. Cainon, Richard J. Maltz, John T. Mongan, et al. "Tactical asset allocation: Assessing strategies for predicting and aapting to volatile financial markets." In 2008 IEEE Systems and Information Engineering Design Symposium (SIEDS). IEEE, 2008. http://dx.doi.org/10.1109/sieds.2008.4559711.

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