Hot answers tagged tactical-asset-allocation
There are a number of issues here. First, there are a number of methodologies called “performance attribution” each providing answers to different questions. So I am not sure what type of question you wish to address. I will here assume that you wish to evaluate the effects of investment decisions as opposed to the effects of market factors. I will also ...
Here's an approach by Kritzman et al on Tactical Asset Allocation using Markov regime switching models. Here's another approach that uses relative strength in TAA.
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