Dissertation > Excellent graduate degree dissertation topics show

Tactical Asseet Allocation: Empirical Study and Quantitative Methods in Sectors and Style Allocation

Author: ZhangChi
Tutor: HuWei
School: Fudan University
Course: Financial Engineering Management
Keywords: Sector Rotation Style Drift Performance Evaluation Tactical Asset Allocation
CLC: F224
Type: Master's thesis
Year: 2010
Downloads: 104
Quote: 0
Read: Download Dissertation

Abstract


Tactical asset allocation is one important method of asset allocation, it is the opposite to passive asset allocation. At present, the classifications of asset allocation that the academy defined differ from each other, so people are confused about the concepts of strategic asset allocation, tactical asset allocation, dynamic asset allocation, active asset allocation and passive asset allocation.The obscurity on the concept hinders people from deep understanding of tactical asset allocation, furthermore, it hinders the real application of active asset allocation. In the context, the author tries hard to clarify the concept of each method of asset allocation. The way of doing this is to distinguish two categories of classifications.After this, the author explains that the necessity of tactical asset allocation is the existence of non perfect market and the feasibility is the existence of lagging information. Finally, the author explains in detail three methods of dynamic asset allocation, that is buy-and-hold, constant mix and portfolio insurance, and points out that the former one belongs to passive asset allocation and the other two methods belong to active asset allocation.Based on the research of domestic market, the author argues that tactical asset allocation has broad market potential in China A-share market and must be helpful to the institutional investors.

Related Dissertations

  1. The Research on the Performance Results Application of Zhaoqing Power Supply Bureau,F272.92
  2. AI Institute of pay system design and research,G647.5
  3. The Study of the Performance Evaluation about the Primary Teacher in the U.S.A.,G637
  4. Performance Evaluation of University Academic Team Based on Balanced Scorecard,G647
  5. Design of the Performance Evaluation Index System of Quality Curriculum Websites Based on the Balance Score Card,G434
  6. Performance Evaluation System Optimization Design of the Extend the Yan Chang Oil Industry and Co., LTD,F272.92
  7. A Study of Performance Appraisal of Univesity Technology Enterprise,G644
  8. Study on the Public Satisfaction and Empirical Result of Jiangme Governmnet 2010,D630
  9. The Research of the Evaluation Model of EAP Performance in Communications Enterprises,F626;F224
  10. Research on Government Performance Evaluation System Based on "Citizenship-orentation",D630
  11. Sensitivity and Spatial Resolution of an Application-adaptive Small Animal PET,R310
  12. The Problems and Improved Countermeasures of Performance Evaluation System in Our Local Government,D630
  13. The Empirical Research for Evaluation Index System of "Happiness Guangdong" Under the Perspective of Government Performance,F127;F224
  14. China Unicom HN Province Branch Marketing Channel Performance Evaluation and Promotion,F626
  15. The Performance Appraisal System Re-engineering and Applied Research for Pingliang Power Supply Company,F426.61
  16. Zhengzhou YT staff performance appraisal research,F426.471
  17. Study on a Local Government to Improve the Information and Intellectual Support for Scientific and Democratic Decision-Making,D630
  18. Student E-Porfolio Design and Implementation,TP311.52
  19. Research on Automatic Search Engine Performance Evaluation Based on Clustering Analysis,TP391.3
  20. The Research on Corporate Environmental Costs Accounting,F275.2
  21. A Study on Application of Economic Capital Management in China Commercial Banks,F832.2

CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
© 2012 www.DissertationTopic.Net  Mobile