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Economics / Financial markets / Actuarial science / Financial risk / Asset allocation / Risk parity / Mean reversion / Bond duration / Futures contract / Financial economics / Finance / Investment


Value-based asset allocation: An integrated framework
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City

Zurich / Article Value / Chicago / /

Company

UBS Global Asset Management / Macmillan Publishers Ltd. / Lehman Brothers / William Blair / William Blair & Company / /

Country

Switzerland / United States / United Kingdom / /

Currency

cent / /

/

Facility

Swiss Federal Institute of Technology / University of St.Gallen / /

IndustryTerm

real estate / online version / internet bubble / /

MarketIndex

S&P 500 / /

Organization

School of Management / University of St.Gallen / European monetary union / Royal Swedish Academy of Sciences / Swiss Federal Institute of Technology in Zurich / /

Person

EMA BD / Renato Staub / /

Position

driver / vp simulation of US equity / vp / vp evolution / quantitative analyst / portfolio manager / senior risk capital analyst / vp extremes / vp signals / vp simulation / simulated vp of US equity / vp simulations / investment and risk analyst / vp dispersions / vp spans / vp evolutions / vp dispersion increases / /

ProvinceOrState

Mississippi / Illinois / /

Technology

simulation / /

URL

www.palgrave-journals.com/jam / /

SocialTag