Business, Management and Accounting
5 years ago

Dynamically allocating funds boosts returns and lowers risk for investors.

Dynamic Asset Allocation
Pawan Madhogarhia, Marco Lam

Paper Summary

Related papers

Economics, Econometrics and Finance
4 years ago

New asset allocation strategy boosts investor success in changing markets.

Asset Pricing
2 views
Economics, Econometrics and Finance
4 years ago

Dynamic strategies outperform static in Turkish markets, minimizing downside risk.

Asset Pricing
Oil Price Shocks
Stock Market Predictions
Economics, Econometrics and Finance
4 years ago

Maximizing expected utility in asset allocation for optimal returns.

Real Options
Asset Pricing

Dynamic Asset Allocation involves adjusting a portfolio with different types of investments to potentially earn more money. By looking at how different investments behave over time and comparing their values, investors can decide where to put their money. This strategy has been shown to make more money over 20-30 years compared to just investing in one type of asset. It also helps reduce the risk of losing money. This method can help people figure out which investments are undervalued and may work well for long-term retirement savings.