Decision Sciences
8 years ago

Unlocking High Stock Market Performance with Innovative Asset Allocation Strategy

Journal of Tongji University
An Empirical Analysis of Dynamic Asset Allocation Performance in Chinese Stock Market
Weizhong Chen

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The study tested a dynamic asset allocation model in the Chinese stock market using a scenario generation approach. The results showed that the scenario generation model is crucial for investment performance, with a reverse strategy leading to high performance. Long-term investments showed higher performance with dynamic asset allocation. The number of asset allocation stages should be based on the investment time span and decision periods.