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EIB Working Papers 2019/11 - Macro-based asset allocation : : An empirical analysis / / Volume 2019/11 / European Investment Bank, Christian Schmieder, Miroslav Kollár.

Macro-based asset allocation is based on the identification of turning points in macro-financial cycles. This paper suggests that macro-based asset allocation informed by trends in continuous business and financial cycle indicators could be a promising alternative for medium- and long-term investmen...

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Superior document:	EIB Working Papers
HerausgeberIn:	European Investment Bank
VerfasserIn:	Schmieder, Christian Kollár, Miroslav
TeilnehmendeR:	Kollár, Miroslav European Investment Bank
Place / Publishing House:	Luxembourg : : European Investment Bank,, 2020.
Year of Publication:	2020
Language:	English
Series:	EIB Working Papers
Physical Description:	1 online resource (1 p.)
Tags:	Add Tag No Tags, Be the first to tag this record!

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spelling	Schmieder, Christian author. EIB Working Papers 2019/11 - Macro-based asset allocation : An empirical analysis / European Investment Bank, Christian Schmieder, Miroslav Kollár. Volume 2019/11 2020 Luxembourg : European Investment Bank, 2020. 1 online resource (1 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier EIB Working Papers Description based on print version record. Macro-based asset allocation is based on the identification of turning points in macro-financial cycles. This paper suggests that macro-based asset allocation informed by trends in continuous business and financial cycle indicators could be a promising alternative for medium- and long-term investment strategies. Despite changes during the last three decades, the most promising specifications of this approach did roughly anticipate turning points in asset price cycles, implying favourable returns and low portfolio volatility. English Knowledge Unlatched Business & Economics / Finance bisacsh Economics Business & Economics Finance General Kollár, Miroslav author. European Investment Bank editor.
language	English
format	eBook
author	Schmieder, Christian Kollár, Miroslav
spellingShingle	Schmieder, Christian Kollár, Miroslav EIB Working Papers 2019/11 - Macro-based asset allocation : An empirical analysis / EIB Working Papers
author_facet	Schmieder, Christian Kollár, Miroslav Kollár, Miroslav European Investment Bank European Investment Bank
author_variant	c s cs m k mk
author_role	VerfasserIn VerfasserIn
author2	Kollár, Miroslav European Investment Bank
author2_role	TeilnehmendeR TeilnehmendeR
author_corporate	European Investment Bank
author_corporate_role	HerausgeberIn
author_sort	Schmieder, Christian
title	EIB Working Papers 2019/11 - Macro-based asset allocation : An empirical analysis /
title_sub	An empirical analysis /
title_full	EIB Working Papers 2019/11 - Macro-based asset allocation : An empirical analysis / European Investment Bank, Christian Schmieder, Miroslav Kollár. Volume 2019/11
title_fullStr	EIB Working Papers 2019/11 - Macro-based asset allocation : An empirical analysis / European Investment Bank, Christian Schmieder, Miroslav Kollár. Volume 2019/11
title_full_unstemmed	EIB Working Papers 2019/11 - Macro-based asset allocation : An empirical analysis / European Investment Bank, Christian Schmieder, Miroslav Kollár. Volume 2019/11
title_auth	EIB Working Papers 2019/11 - Macro-based asset allocation : An empirical analysis /
title_new	EIB Working Papers 2019/11 - Macro-based asset allocation :
title_sort	eib working papers 2019/11 - macro-based asset allocation : an empirical analysis /
series	EIB Working Papers
series2	EIB Working Papers
publisher	European Investment Bank,
publishDate	2020
physical	1 online resource (1 p.)
isbn	92-861-4489-X
illustrated	Not Illustrated
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EIB Working Papers 2019/11 - Macro-based asset allocation : : An empirical analysis / / Volume 2019/11 / European Investment Bank, Christian Schmieder, Miroslav Kollár.

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