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- W2110271476 abstract "We propose a unique dynamic portfolio construction framework that improves portfolio performance by adjusting asset allocation in accordance with a forecast of market risk. We find that modifying asset allocation according to our market risk barometer offers investors the promising opportunity to meaningfully enhance portfolio performance across market environments." @default.
- W2110271476 created "2016-06-24" @default.
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- W2110271476 date "2011-01-01" @default.
- W2110271476 modified "2023-09-22" @default.
- W2110271476 title "Risk-Based Dynamic Asset Allocation with Extreme Tails and Correlations" @default.
- W2110271476 doi "https://doi.org/10.2139/ssrn.1984226" @default.
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