Research and publications
Tactical Asset Allocation
Tactical Asset Allocation (TAA) broadly refers to active strategies that seek to enhance portfolio performance by opportunistically shifting the asset mix in a portfolio in response to the changing patterns of return and risk.
Author(s):
Lionel Martellini, Daphné Sfeir
Summary:
Tactical Asset Allocation (TAA) broadly refers to active strategies that seek to enhance portfolio performance by opportunistically shifting the asset mix in a portfolio in response to the changing patterns of return and risk.
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Register/Log in| Type : | Working paper |
|---|---|
| Date : | 02/01/2003 |
| Keywords : |
Tactical Allocation |
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