Title: Active Asset Allocation: State-Of-The-Art Portfolio Policies, Strategies & Tactics
Abstract: Introduction overview of the total asset allocation problem, section one - asset policy mix defining pension fund risk risk and return - implications integrating business planning with pension fund planning inflation, interest rates and pension liabilities policy asset mix, section two - optimization and surplus management asset allocation models portfolio optimization with a framework dynamic hedging surplus protection achieving the best return portfolio optimization under shortfall constraints, section three - tactical asset allocation tactical asset allocation asset allocation - reward and diversification asset allocation using futures markets a disciplined approach to global asset allocation international asset and currency allocation.
Publication Year: 1992
Publication Date: 1992-05-01
Language: en
Type: book
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Cited By Count: 3
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