Adaptive Asset Allocation Policies
Posted: 25 May 2010
Date Written: May 25, 2010
This article proposes an asset allocation policy that adapts to market movements by taking into account changes in the outstanding market values of major asset classes. Such a policy considers important information, reduces or avoids contrarian behavior, and can be followed by a majority of investors.
Keywords: Portfolio Management, Asset Allocation, Portfolio Construction and Revision, Risk Management, Portfolio Risk Management
Suggested Citation: Suggested Citation