Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 3 of 3 for “"Tactical asset allocation"”.
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Evaluation of Asset Allocation Strategies used by Tanzanians’ Pension Funds and determinants of their choices
This study evaluated asset allocations strategies of the Tanzania’s pension funds in order to identify the allocation strategies and find out whether or not they conform to the modern portfolio theory (MPT). The study was exploratory in nature. A total of 12 respondents from four Tanzanian pension …
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A framework for regime identification and asset allocation
… of this thesis is to examine a regime-based asset allocation strategy and evaluate whether accounting for regime-dependent risk and return of asset classes provides any significant improvement on portfolio performance. The South African market and economy are considered as a proxy for the …
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Tactical Allocation Through the Lens of Correlational Time-Variance, Determinants, and Regimes
<p>We investigate correlations among six primary asset classes from January 1982 to December 2022. Our analysis extends existing literature, on the well-researched stock-bond correlation (SBC), by encompassing 14 supplementary asset class dyads and four correlational regimes. We challenge the …