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- W1855962169 abstract "The aim of this thesis is to study a pair of portfolio strategies that ideally could perform well during most economical environments. These Environments are portrayed asperiods of Rising or falling market expectations of future growth, inflation and credit risk.The concepts behind these strategies are based on Bridgewater Associates. All Weather fund.Current expectations of future conditions are derived from market asset prices. Expectations are viewed as risk factors in the portfolio risk modeling that plays an essential part in the strategy.In the first strategy the allocation will be decided by minimizing the conditional value-‐at-‐risk.The second one resembles a Risk Parity–strategy.Assets are categorized in which Environments they perform well and are then allocated to sub-‐portfolios.The portfolio allocation is given when then the sub-portfolios have equalityof a portfolio measure." @default.
- W1855962169 created "2016-06-24" @default.
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- W1855962169 date "2014-01-01" @default.
- W1855962169 modified "2023-09-27" @default.
- W1855962169 title "ALL WEATHER REVISITED" @default.
- W1855962169 hasPublicationYear "2014" @default.
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