http://www.linkedin.com/in/ronalddoeswijk/
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strategic asset allocation, capital market expectations, mean-variance analysis, optimal portfolio, global market portfolio
strategic asset allocation, optimal portfolio, global multi-asset market portfolio
Strategic Asset Allocation, Market Portfolio, Historical Returns, Investment Risk,
Global Tactical Sector Allocation, Out-of-Sample Predictability, Momentum, Earnings Revisions, Valuation, Fed Policy, Sell In May, Halloween Seasonal
Global tactical sector allocation, out-of-sample predictability, momentum, earnings revisions, valuation, Fed policy, Sell in May, Halloween seasonal
earnings revisions, optimism cycle, psychology, seasonality, sell in May
Buy-and-hold strategy, Dutch stock market, event study, insider trading
merger, acquisition, announcement premium, Dutch stock market
Dutch stock market, IPO, 'hot' and 'cold issue' periods, initial underpricing, long-term underperformance
Halloween effect, Sell in May, sector rotation strategy, tactical sector allocation, optimism cycle hypothesis
AEX, dollar sensitivity, institutional money flows, sector mix
Revision, index adjustment, additions, deletions, AEX
Efficient Market Hypothesis, Contrarian Investment Strategies, Irrational Investors, Return, Risk, Outperformance
mergers, acquisitions, acquirers, targets, synergies, earnings revisions
