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COMM475 - Investment Policies | Tactical Asset Allocation
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COMM475 - Investment Policies | Tactical Asset Allocation
  • Outline
  • 1. TAA: Definitions of SAA, TAA and IAA
  • 2. TAA: The General TAA Methodology
  • 3. TAA: The Fama-French (FF) Predictive Model
  • 4. TAA: Chen Predictive Model
  • 5. TAA: Contrarian TAA Versus Momentum TAA
  • 6. TAA: Estimating the ERP Directly
  • 7. TAA: A Simple TAA Implementation
  • Appendix
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