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dc.contributor.authorSchmieder, Christian
dc.contributor.authorKollár, Miroslav
dc.contributor.editorEuropean Investment Bank
dc.date.accessioned2021-02-10T14:33:05Z
dc.date.available2021-02-10T14:33:05Z
dc.date.issued2020
dc.identifierhttps://library.oapen.org/handle/20.500.12657/43428
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/36138
dc.description.abstractMacro-based asset allocation is based on the identification of turning points in macro-financial cycles. This paper suggests that macro-based asset allocation informed by trends in continuous business and financial cycle indicators could be a promising alternative for medium- and long-term investment strategies. Despite changes during the last three decades, the most promising specifications of this approach did roughly anticipate turning points in asset price cycles, implying favourable returns and low portfolio volatility.
dc.languageEnglish
dc.rightsopen access
dc.subject.classificationbic Book Industry Communication::K Economics, finance, business & management::KF Finance & accounting::KFF Finance
dc.subject.otherBusiness & Economics
dc.subject.otherFinance
dc.subject.otherGeneral
dc.titleEIB Working Papers 2019/11 - Macro-based asset allocation
dc.title.alternativeAn empirical analysis (Volume 2019/11)
dc.typebook
oapen.identifier.doihttps://doi.org/10.2867/394053
oapen.relation.isFundedByKnowledge Unlatched
virtual.oapen_relation_isFundedBy.grantor_nameKnowledge Unlatched
oapen.relation.isbn9789286144899
oapen.collectionKnowledge Unlatched (KU)
oapen.imprintEuropean Investment Bank
dc.dateSubmitted2020-12-15T13:28:44Z
dc.relationisFundedByb818ba9d-2dd9-4fd7-a364-7f305aef7ee9


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