| 000 | 01036nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 210223s9999 xx 00 und d | ||
| 100 |
_aRichard Franz _9284 |
||
| 520 | _a"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 |
_aFinance _9285 |
||
| 654 | _a Asset Allocation | ||
| 654 | _aMacro-finance | ||
| 773 | _tJOURNAL OF INVESTMENT MANAGEMENT | ||
| 942 | _cAR | ||
| 245 | _aMacro Based Parametric Asset Allocation | ||
| 260 | _c2018-07-25 | ||
| 300 | _a32 | ||
| 440 |
_p3 _v16 _9286 |
||
| 999 |
_c35879 _d35879 |
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