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

  • $\begingroup$ First search result from google choateinvestmentadvisors.com/uploads/103/doc/… $\endgroup$ – user1234440 Apr 23 '14 at 3:37
  • $\begingroup$ 4th results: alexandria.unisg.ch/export/DL/51978.pdf $\endgroup$ – user1234440 Apr 23 '14 at 3:39
  • $\begingroup$ 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. $\endgroup$ – Victor Jun 27 '14 at 1:02
  • $\begingroup$ @Victor I understand that it has been some time since June 2014, but did you end up finding approaches for the selection of trading bands? $\endgroup$ – hps Apr 7 at 15:54

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