Asset allocation using trend following and risk parity approaches
The post-crisis period revealed the ineffectiveness of many allocation strategies and the need of investors to avoid significant losses during recession and recovery periods. After a remarkable performance, in 2008, Trend Following – a strategy that takes long positions in assets with positive retur...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2021
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| Texto completo: | http://hdl.handle.net/10071/24782 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/24782 |