The value of asset allocation advice: evidence from The Economist's quarterly portfolio poll
Article Abstract:
The positive impact of asset allocation advice in the case of investor whose portfolio is comprised of international assets and multiple asset investments are discussed. The analysis is based on The Economist's quarterly portfolio poll.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Portfolio implications of systemic crises
Article Abstract:
Usage of regime switching models with Merton's portfolio building techniques, to assess sytemic risk factors in international finance, is described.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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Portfolio selection using hierarchical Bayesian analysis and MCMC methods
Article Abstract:
The usage of Monte Carlo Markov Chain and Bayesian analysis methods for portfolio selection process is presented.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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