Take the 2-minute tour ×
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It's 100% free, no registration required.

Do you know a study with a methodology for selecting tactical bands (or the allowed deviation from a strategic asset allocation)? Thanks

share|improve this question
    
First search result from google choateinvestmentadvisors.com/uploads/103/doc/… –  user1234440 Apr 23 at 3:37
    
4th results: alexandria.unisg.ch/export/DL/51978.pdf –  user1234440 Apr 23 at 3:39
    
Re 1st search result from Google: The paper just says that Choate uses some quantitative rules to define the tactical bands, but they don't explain what those rules are. –  Victor P Jun 27 at 1:02

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.