Macro Based Parametric Asset Allocation (Record no. 35879)

MARC details
000 -LEADER
fixed length control field 01036nam a2200181Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 210223s9999 xx 00 und d
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Richard Franz
9 (RLIN) 284
245 ## - TITLE STATEMENT
Title Macro Based Parametric Asset Allocation
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 2018-07-25
300 ## - PHYSICAL DESCRIPTION
Extent 32
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Name of part/section of a work 3
Volume/sequential designation 16
9 (RLIN) 286
520 ## - SUMMARY, ETC.
Summary, etc. "Without doubt the financial returns of asset classes are interlinked with the economy. However, a direct link between financial returns and return-driving forces has not been discovered yet. Moreover, there exist many robust approaches for within asset class allocation but few advances have been made for between asset class allocation. To address these topics I propose a direct modeling of the weights with macroeconomic risk factors. This allows to implicitly identify capital market dynamics and thus provides a framework which can help in the tactical asset allocation decision."
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Finance
9 (RLIN) 285
654 ## - SUBJECT ADDED ENTRY--FACETED TOPICAL TERMS
Focus term Asset Allocation
654 ## - SUBJECT ADDED ENTRY--FACETED TOPICAL TERMS
Focus term Macro-finance
773 ## - HOST ITEM ENTRY
Title JOURNAL OF INVESTMENT MANAGEMENT
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Article
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Total Checkouts Barcode Date last seen Price effective from Koha item type
        St. Francis Institute of Management and Research St. Francis Institute of Management and Research 02/24/2021   AR0748 02/24/2021 02/24/2021 Article