Dynamic asset allocation: insights from theory

DOI10.1098/RSTA.1994.0068MaRDI QIDQ4698076zbMATH OpenOpenAlexFDO

Authors Stewart D. Hodges

Publication date 14 May 1995

Published in Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rsta.1994.0068

zbMATH Keywords

dynamic asset allocationsurvey

Mathematics Subject Classification ID

General equilibrium theory (91B50) Economic growth models (91B62)

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Cited in

(6)

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• Consuming durable goods when stock markets jump: a strategic asset allocation approach
• Tax-aware dynamic asset allocation
• Is asset allocation the key factor in determining fund performance? Evidence from the Chinese market
• A Dynamic, Globally Diversified, Index Neutral Synthetic Asset Allocation Strategy
• Intelligent Portfolio Theory and Strength Investing in the Confluence of Business and Market Cycles and Sector and Location Rotations

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