Works matching Asset allocation

Results: 3980

NALIZA STRATEŠKOG INVESTIRANJA U INVESTICIONE FONDOVE UKLJUČENJEM VRIJEDNOSTI "ASSET ALLOCATION" SA JAKOM KONTROLOM RIZIKA KROZ DINAMIČAN I AKTIVAN MENADŽMENT.

Published in:

Business Consultant / Poslovni Konsultant, 2012, v. 4, n. 21, p. 87

By:

šarganović, Haris

Publication type:

Article

An asset allocation model for defining optimal property portfolios in terms of risk/return.

Published in:

Valori e Valutazioni, 2021, n. 29, p. 41

By:

Locurcio, Marco;
Tajani, Francesco;
Anelli, Debora;
Amoruso, Paola;
Giudice, Francesco Paolo Del

Publication type:

Article

Tactical asset allocation using the Kalman filter.

Published in:

Investment Analysts Journal, 2022, v. 51, n. 3, p. 202, doi. 10.1080/10293523.2022.2090087

By:

van Rooyen, Reder;
van Vuuren, Gary

Publication type:

Article

Asset Allocation Drift Due to Taxes.

Published in:

Financial Analysts Journal, 2025, v. 81, n. 2, p. 29, doi. 10.1080/0015198X.2025.2459227

By:

Jennings, William W.;
Payne, Brian C.

Publication type:

Article

The Optimization of Household Assets Allocation of Forestry Workers: The Logical Mechanism and Path of Enabling the Key State-owned Forest Regions to Achieve Common Prosperity.

Published in:

Issues of Forestry Economics, 2023, v. 43, n. 4, p. 369, doi. 10.16832/j.cnki.1005-9709.20230225

By:

ZHU Zhenfeng;
LI Mengran;
LIU Ta;
ZHAO Bin

Publication type:

Article

Dynamic Asset Allocation with Liabilities.

Published in:

European Financial Management, 2017, v. 23, n. 2, p. 254, doi. 10.1111/eufm.12097

By:

Giamouridis, Daniel;
Sakkas, Athanasios;
Tessaromatis, Nikolaos

Publication type:

Article

Cross-Border Asset Allocation in High-Net-Worth Individuals: Risk Management and Investment Strategies.

Published in:

Science INSIGHTS, 2025, v. 46, n. 5, p. 1833, doi. 10.15354/si.25.re1197

By:

Zhe Tan

Publication type:

Article

Cross-Border Asset Allocation in High-Net-Worth Individuals: Risk Management and Investment Strategies.

Published in:

Science INSIGHTS, 2025, v. 46, n. 5, p. 1833, doi. 10.15354/si.25.re1197

By:

Zhe Tan

Publication type:

Article

THE RELATIONSHIP BETWEEN PORTFOLIO PERFORMANCE AND ASSET ALLOCATION POLICY - EQUITY.

Published in:

CLEAR International Journal of Research in Commerce & Management, 2016, v. 7, n. 10, p. 78

By:

JINDAL, MUKESH

Publication type:

Article

A Genetic Algorithm Approach to Optimal Asset Allocation of Defined Contribution Pension Funds: Evidence From India's National Pension System.

Published in:

Compensation & Benefits Review, 2024, v. 56, n. 4, p. 195, doi. 10.1177/08863687231195498

By:

Prasad, Keshav Kant;
Ghosh, Amlan

Publication type:

Article

Macroeconomic influences on optimal asset allocation

Published in:

Review of Financial Economics, 2003, v. 12, n. 2, p. 207, doi. 10.1016/S1058-3300(02)00072-1

By:

Flavin, T.J.;
Wickens, M.R.

Publication type:

Article

Navigating Uncertainty: Enhancing Markowitz Asset Allocation Strategies through Out-of-Sample Analysis.

Published in:

FinTech, 2024, v. 3, n. 1, p. 151, doi. 10.3390/fintech3010010

By:

Kanaparthi, Vijaya Krishna

Publication type:

Article

Does Farmland Tenancy Improve Household Asset Allocation? Evidence from Rural China.

Published in:

Land (2012), 2023, v. 12, n. 1, p. 98, doi. 10.3390/land12010098

By:

Xu, Lijuan;
Chandio, Abbas Ali;
Wang, Jingyi;
Jiang, Yuansheng

Publication type:

Article

ASSET ALLOCATION AND PROFITABILITY OF CROATIAN INSURERS IN THE PRE-SOLVENCY II PERIOD.

Published in:

Ecomomic Review / Ekonomické Rozhl'ady, 2018, v. 47, n. 4, p. 387

By:

MIHOVILANDELINOVIĆ;
SAMODOL, ANTE;
ANAPAVKOVIĆ

Publication type:

Article

Tactical Asset Allocation: Australian Evidence.

Published in:

Australian Journal of Management (University of New South Wales), 2005, v. 30, n. 2, p. 261, doi. 10.1177/031289620503000205

By:

Faff, Robert;
Gallagher, David R.;
Wu, Eliza

Publication type:

Article

Digital transformation and enterprise financial asset allocation.

Published in:

Applied Economics, 2025, v. 57, n. 17, p. 2106, doi. 10.1080/00036846.2024.2322578

By:

Liu, Yan;
Wei, Haoyu

Publication type:

Article

What determines the asset allocation of defined benefit pension funds?

Published in:

Applied Economics, 2021, v. 53, n. 36, p. 4178, doi. 10.1080/00036846.2021.1897512

By:

Zhao, Zucheng;
Sutcliffe, Charles

Publication type:

Article

Multicriteria asset allocation in practice.

Published in:

OR Spectrum, 2022, v. 44, n. 2, p. 349, doi. 10.1007/s00291-021-00641-0

By:

Dächert, Kerstin;
Grindel, Ria;
Leoff, Elisabeth;
Mahnkopp, Jonas;
Schirra, Florian;
Wenzel, Jörg

Publication type:

Article

Strategic asset allocation and market timing: a reinforcement learning approach.

Published in:

Computational Economics, 2007, v. 29, n. 3/4, p. 369, doi. 10.1007/s10614-006-9064-0

By:

Hens, Thorsten;
Wöhrmann, Peter

Publication type:

Article

Leverage and Asset Allocation under Capital Market Distortion.

Published in:

International Journal of Business, 2010, v. 15, n. 4, p. 459

By:

Ghosh, Dilip K.;
Prakash, Arun J.;
Ghosh, Dipasri

Publication type:

Article

ACTIVE PORTFOLIO MANAGEMENT IN THE PRESENCE OF REGIME SWITCHING: WHAT ARE THE BENEFITS OF DEFENSIVE ASSET ALLOCATION STRATEGIES IF THE INVESTOR FACES BEAR MARKETS?

Published in:

Review of Finance & Banking, 2012, v. 4, n. 1, p. 15

By:

Grobys, Klaus

Publication type:

Article

A Novel Black-Litterman Model with Time-Varying Covariance for Optimal Asset Allocation of Pension Funds.

Published in:

Mathematics (2227-7390), 2023, v. 11, n. 6, p. 1476, doi. 10.3390/math11061476

By:

Sun, Yuqin;
Wu, Yungao;
De, Gejirifu

Publication type:

Article

GLOBALAUS PORTFELIO TURTO ALOKACIJA VERSLO CIKLŲ KONTEKSTE.

Published in:

Science & Studies of Accounting & Finance: Problems & Perspectives / Apskaitos ir Finansų Mokslas ir Studijos: Problemos ir Perspectyvos, 2020, v. 14, n. 1, p. 1, doi. 10.15544/ssaf.2020.01

By:

Aleknevičienė, Vilija;
Mušeikytė, Gerda

Publication type:

Article

Robust portfolio asset allocation and risk measures.

Published in:

Annals of Operations Research, 2013, v. 204, n. 1, p. 145, doi. 10.1007/s10479-012-1266-3

By:

Scutellà, Maria;
Recchia, Raffaella

Publication type:

Article

Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver.

Published in:

Accounting & Finance, 2020, v. 60, n. 4, p. 3851, doi. 10.1111/acfi.12481

By:

MacDonald, Kirsten L.;
Bianchi, Robert J.;
Drew, Michael E.

Publication type:

Article

Cross-region and cross-sector asset allocation with regimes.

Published in:

Accounting & Finance, 2014, v. 54, n. 3, p. 809, doi. 10.1111/acfi.12017

By:

Dou, Paul Y.;
Gallagher, David R.;
Schneider, David;
Walter, Terry S.;
Berkman, Henk

Publication type:

Article

Asset allocation and age effects in retirement savings choices.

Published in:

Accounting & Finance, 2010, v. 50, n. 2, p. 301, doi. 10.1111/j.1467-629X.2009.00330.x

By:

Gerrans, Paul;
Clark-Murphy, Marilyn;
Speelman, Craig

Publication type:

Article

Cross-cultural management of money: The roles of ethnicity, religious affiliation, and income levels in asset allocation.

Published in:

International Journal of Cross Cultural Management, 2014, v. 14, n. 1, p. 85, doi. 10.1177/1470595812470441

By:

Tung, Rosalie L;
Baumann, Chris;
Hamin, Hamin

Publication type:

Article

Moderating Effect of Tactical Asset Allocation on the Risk-Return Relationship in the Nigerian Stock Market.

Published in:

Accounting & Finance / Oblìk ì Fìnansi, 2023, v. 100, n. 2, p. 83, doi. 10.33146/2307-9878-2023-2(100)-83-91

By:

Oyedeko, Yusuf Olatunji;
Kolawole, Olusola Segun;
Samson, Regina;
Voloshyna, Olena

Publication type:

Article

Comparative analysis of the influence of Chinese urban and rural family cultures on household financial asset allocation.

Published in:

Frontiers in Psychology, 2023, v. 14, p. 1, doi. 10.3389/fpsyg.2023.1119258

By:

Zhisheng Li;
Mirko, Cucci;
D'Agostino, Maria Teresa;
Jiyang Jin

Publication type:

Article

Optimal Asset Allocation of Assets in an Open Pension Plan.

Published in:

International Journal of Financial Management, 2015, v. 5, n. 1, p. 1, doi. 10.21863/ijfm/2015.5.1.002

By:

Sharma, Maneesh;
Totten, Tom;
Cierzniak, John

Publication type:

Article

Multiobjective Optimization for the Asset Allocation of European Nonlife Insurance Companies.

Published in:

Journal of Multi-Criteria Decision Analysis, 2013, v. 20, n. 3/4, p. 97, doi. 10.1002/mcda.1491

By:

Jarraya, Bilel;
Bouri, Abdelfettah

Publication type:

Article

International Dynamic Asset Allocation and Return Predictability.

Published in:

Journal of Business Finance & Accounting, 2010, v. 37, n. 7/8, p. 1008, doi. 10.1111/j.1468-5957.2010.02195.x

By:

Basu, Devraj;
Oomen, Roel;
Stremme, Alexander

Publication type:

Article

Exposiç;ão a Risco e Captaç;ão em Fundos de Investimento: Os Cotistas Monitoram a Alocaç;ão de Ativos?

Published in:

Brazilian Review of Finance / Revista Brasileira de Finanças, 2013, v. 11, n. 4, p. 527, doi. 10.12660/rbfin.v11n4.2013.10295

By:

Schiozer, Rafael Felipe;
Pennachi, Diego Lins de Albuquerque Tejerina

Publication type:

Article

Asset Allocation for Government Pension Funds in Pakistan: A Case for International Diversification.

Published in:

Lahore Journal of Economics, 2010, v. 15, n. 1, p. 127

By:

Rehman, Fahd

Publication type:

Article

Constructing the Financial Asset Allocation Method Using Deep Reinforcement Learning Algorithm for Financial Transactions.

Published in:

Journal of Information Science & Engineering, 2024, v. 40, n. 4, p. 781, doi. 10.6688/JISE.202407_40(4).0006

By:

WAN-DONG GAO;
YU-MIN FEI

Publication type:

Article

Testing of a Volatility-Based Trading Strategy Using Behavioral Modified Asset Allocation.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 10, p. 435, doi. 10.3390/jrfm15100435

By:

Freibauer, Jonas;
Grawert, Silja

Publication type:

Article

A modified CTGAN-plus-features-based method for optimal asset allocation.

Published in:

Quantitative Finance, 2024, v. 24, n. 3/4, p. 465, doi. 10.1080/14697688.2024.2329194

By:

Peña, José-Manuel;
Suárez, Fernando;
Larré, Omar;
Ramírez, Domingo;
Cifuentes, Arturo

Publication type:

Article

Optimal asset allocation for outperforming a stochastic benchmark target.

Published in:

Quantitative Finance, 2022, v. 22, n. 9, p. 1595, doi. 10.1080/14697688.2022.2072233

By:

Ni, Chendi;
Li, Yuying;
Forsyth, Peter;
Carroll, Ray

Publication type:

Article

Impact of the COVID-19 pandemic on household financial asset allocation: A China population study.

Published in:

Frontiers in Psychology, 2022, v. 13, p. 1, doi. 10.3389/fpsyg.2022.990610

By:

Hongwen Jia;
Shugang Fan;
Miao Xia

Publication type:

Article

Investment Performance of A Tactical Asset Allocation Strategy Based On Economic Indicators And Price Movements.

Published in:

Journal of Global Business Administration, 2013, v. 5, n. 1, p. 32

By:

Démoré, Jean-François;
Assogbavi, Tov;
Sedzro, Komlan

Publication type:

Article

ON THE SHAPE OF RISK AVERSION AND ASSET ALLOCATION.

Published in:

International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 8, p. -1, doi. 10.1142/S021902491450054X

By:

SIX, PIERRE

Publication type:

Article

ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK:: A LITERATURE OVERVIEW AND ASSESSMENT.

Published in:

International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 3, p. 1250023-1, doi. 10.1142/S0219024912500239

By:

MEINERDING, CHRISTOPH

Publication type:

Article

AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS.

Published in:

International Journal of Theoretical & Applied Finance, 2004, v. 7, n. 8, p. 1031, doi. 10.1142/S0219024904002815

By:

BRADLEY, BRENDAN O.;
TAQQU, MURAD S.

Publication type:

Article

Strategic Asset Allocation and the Role of Alternative Investments.

Published in:

European Financial Management, 2014, v. 20, n. 3, p. 521, doi. 10.1111/j.1468-036X.2012.00642.x

By:

Cumming, Douglas;
Helge Haß, Lars;
Schweizer, Denis

Publication type:

Article

A copula-GARCH model for macro asset allocation of a portfolio with commodities.

Published in:

Empirical Economics, 2013, v. 44, n. 3, p. 1315, doi. 10.1007/s00181-012-0577-1

By:

Riccetti, Luca

Publication type:

Article

Impact of homestead housing on the allocation of financial assets of Chinese rural households.

Published in:

Journal of the Asia Pacific Economy, 2023, v. 28, n. 1, p. 330, doi. 10.1080/13547860.2021.1969840

By:

Hu, Junhui;
Han, Hongfang;
Zhang, Zhaonan;
Wu, Xin

Publication type:

Article

Financial literacy and asset allocation among retired residents: evidence from China.

Published in:

Journal of the Asia Pacific Economy, 2022, v. 27, n. 4, p. 660, doi. 10.1080/13547860.2020.1849938

By:

Yu, Ying-Qi

Publication type:

Article

OPTIMAL ASSET ALLOCATION OF DEFINED CONTRIBUTION PENSION FUNDS IN GHANA.

Published in:

Journal of Global Business & Technology, 2019, v. 15, n. 2, p. 17

By:

Baidoo Jnr, Maxwell;
Andoh, Charles;
Bokpin, Godfred Alufar

Publication type:

Article

Strategic Asset Allocation and Markov Regime Switch with GARCH.

Published in:

Journal of Business & Economic Studies, 2013, v. 19, n. 1, p. 41

By:

Simi, Wei W.

Publication type:

Article