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Theory and Methodology of Tactical Asset Allocation

ISBN: 978-1-883249-72-4
Hardcover
160 pages
August 2000
List Price: US $105.00
Government Price: US $53.55
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Preface.

Acknowledgments.

About the Author.

1. Introduction.

2. Tactical Asset Allocation: A Portfolio Theory Perspective.

3. Performance Measures.

4. Performance Characteristics Under Imperfect Information.

5. Bias Therapy: Theory of Signal Filtering.

6. Portfolio Construction I: Optimal Aggressiveness Factors.

7. Portfolio Construction II: Black-Litterman Approach.

8. Epilogue on Portfolio Construction.

Bibliography.

Index.

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