Tagged Questions
4
votes
3answers
729 views
What are some of the major quantitative approaches to tactical asset allocation?
Note: This question was written for the weekly topic challenge.
Many of you who deal with asset allocation will probably already be familiar with Mebane Faber's Timing Model, based on one of SSRN's ...
7
votes
2answers
339 views
How to shift amongst asset classes in response to relative value views?
I am designing an asset allocation strategy/fund which invests in four asset classes (via four independent sub-funds):
Domestic equity
International equity
Domestic fixed income
Foreign currencies
...
