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Interest Rate Uncertainty and Strategic Asset Allocation with Borrowing and Short Sales Constraints
SSRN Electronic Journal
◽
10.2139/ssrn.1344255
◽
2009
◽
Author(s):
Carsten Sørensen
Keyword(s):
Interest Rate
◽
Asset Allocation
◽
Short Sales
◽
Strategic Asset Allocation
Download Full-text
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Cited By
References
Interest Rate Uncertainty and Strategic Asset Allocation with Borrowing and Short Sales Constraints
SSRN Electronic Journal
◽
10.2139/ssrn.966207
◽
2007
◽
Author(s):
Carsten Sørensen
Keyword(s):
Interest Rate
◽
Asset Allocation
◽
Short Sales
◽
Strategic Asset Allocation
Download Full-text
Strategic asset allocation for institutional investors and real estate
Proceedings of the 20th Annual European Real Estate Society Conference - Vienna, Austria
◽
10.15396/eres2013_ind_106
◽
2013
◽
Keyword(s):
Real Estate
◽
Asset Allocation
◽
Institutional Investors
◽
Strategic Asset Allocation
Download Full-text
Asset Allocation in a Distorted Interest Rate Environment
CFA Institute Conference Proceedings Quarterly
◽
10.2469/cp.v30.n1.4
◽
2013
◽
Vol 30
(1)
◽
pp. 27-31
Author(s):
Ian MacFarlane
Keyword(s):
Interest Rate
◽
Asset Allocation
◽
Rate Environment
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Strategic Asset Allocation for Individual Investors: The Impact of the Present Value of Social Security Benefits
CFA Digest
◽
10.2469/dig.v32.n2.1082
◽
2002
◽
Vol 32
(2)
◽
pp. 77-79
Author(s):
Johann U. de Villiers
Keyword(s):
Social Security
◽
Asset Allocation
◽
Individual Investors
◽
Present Value
◽
Strategic Asset Allocation
◽
Social Security Benefits
◽
The Impact
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Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (a review)
Financial Analysts Journal
◽
10.2469/faj.v58.n5.2474
◽
2002
◽
Vol 58
(5)
◽
pp. 100-101
Author(s):
Mark S. Rzepczynski
Keyword(s):
Portfolio Choice
◽
Asset Allocation
◽
Strategic Asset Allocation
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Optimization with Tail-Dependence and Tail Risk: A Copula Based Approach for Strategic Asset Allocation
SSRN Electronic Journal
◽
10.2139/ssrn.942275
◽
2006
◽
Author(s):
Francesco Paolo Natale
Keyword(s):
Asset Allocation
◽
Tail Dependence
◽
Tail Risk
◽
Strategic Asset Allocation
Download Full-text
Investigating the relationship between high-yield bonds and equities and its implications for strategic asset allocation during the Great Recession
International Journal of Finance & Economics
◽
10.1002/ijfe.1711
◽
2018
◽
Vol 24
(3)
◽
pp. 1193-1209
◽
Cited By ~ 1
Author(s):
Georgios Menounos
◽
Constantinos Alexiou
◽
Sofoklis Vogiazas
Keyword(s):
Great Recession
◽
Asset Allocation
◽
High Yield
◽
Strategic Asset Allocation
◽
The Great Recession
◽
The Relationship
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Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective
SSRN Electronic Journal
◽
10.2139/ssrn.1691621
◽
2010
◽
Cited By ~ 1
Author(s):
Massimo Guidolin
◽
Stuart Hyde
Keyword(s):
Asset Allocation
◽
Asset Returns
◽
Regime Shifts
◽
Var Models
◽
Strategic Asset Allocation
Download Full-text
Strategic Asset Allocation in Stochastic Environment and Incomplete Markets: Evidence on Horizon and Hedging Effects
SSRN Electronic Journal
◽
10.2139/ssrn.2063018
◽
2006
◽
Author(s):
Ahmad Ali Telfah
Keyword(s):
Incomplete Markets
◽
Asset Allocation
◽
Stochastic Environment
◽
Strategic Asset Allocation
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Strategic Asset Allocation for Pension Plans
10.1093/oxfordhb/9780199272464.003.0022
◽
2006
◽
Cited By ~ 16
Author(s):
John Y. Campbell
◽
Luis M. Viceira
Keyword(s):
Asset Allocation
◽
Pension Plans
◽
Strategic Asset Allocation
Download Full-text
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