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Special Report on

Dynamic Asset Allocation under Inflation

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to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page . Note that these files are not on the IDEAS site. Please be patient as the files may be large. Paper provided by Arab Planning Institute - Kuwait, Information Center in its series API-Working Paper Series with number 0603. Download reference. The following formats are available: HTML ( with abstract ), plain text ( with abstract ), BibTeX , RIS (EndNote, RefMan, ProCite), ReDIF Length: Date of creation: Date of revision: Handle: RePEc:api:apiwps:0603 Contact details of provider: ...
money with others to participate in a wider range of investments than feasible for most individual investors, and to share the costs and benefits of doing so. Terminology varies with country but collective investment schemes are often referred to as mutual funds , investment funds , managed funds , or simply funds (note: mutual fund has a specific meaning in the US). Around the world large markets have developed around collective investment and these account for a substantial portion of all trading on major stock exchanges . Collective investments are promoted with a wide range of investment aims either targeting specific ...
Inflation vs. deflation, revisited
Welcome to my blog Humble Student of the Markets These are my musings about the markets (mostly equities), hedge funds and investments in general. I have written extensively before about the inflation vs. deflation dilemma. There are huge stakes and risks involved for investors. Get the call right and you’ll be a hero; get it wrong and you’ll be the goat. Why are gold and US Treasuries rallying? Now more and more people have weighed in on the debate. The Economist/Buttonwood blog recently asked the question "why are both gold and US Treasuries performing so well?" One would suppose that their returns ... market research, surveys and trends
Saving for College: a Parent's Guide to 529 College Savings Plans
If you’re like most parents, saving for your children’s college education is a priority and a big challenge. Tuition and related costs at both public and private universities have been rising at 5% per year or more, far exceeding the rate of inflation. To put that into perspective, a child born in 2006 should plan on 0,000 in total expenses for four years at the average in-state public college; 0,000 for four years at a private university. Financing these costs for one or more children is going to take planning and, most importantly, disciplined savings. Tax-advantaged “529″ College Savings plans are the ... market research, surveys and trends


Asset Allocation and Location over the Life Cycle with Survival ...
This paper shows how lifelong survival-contingent payouts can enhance investor wellbeing in the context of a portfolio choice model which integrates uninsurable labor income and asymmetric mortality expectations. Our model generates optimal asset location patterns indicating how much to hold in liquid versus illiquid survival-contingent payouts over the lifetime, and also asset allocation paths, showing how to invest in stocks versus bonds. We con rm that the investor will gradually move money out of her liquid saving into survivalcontingent assets to retirement and beyond, thereby enhancing her welfare by as much as 50 percent. ... industry trends, business articles and survey research
Optimal Life-Cycle Strategies in the Presence of Interest Rate and ...
the U.S. The assets under management have grown rapidly from $1 billion in .... with 57.8 percent. The estimated long run mean of the expected inflation ...... Brennan, M., and Y. Xia, 2002, “Dynamic Asset Allocation under Inflation,” ... industry trends, business articles and survey research
How long will gold's run last?
Prices have soared as investors use the precious metal as a safe haven and for speculation, but opinion is divided over the duration of its rise By Gaurav Ghose, Financial Features Editor Published: 00:00 July 3, 2010 Demand for gold is negatively correlated with confidence in the solvency of the sovereign issuers and uncertainty over currency's inflation or deflation. Image Credit: Supplied With gold prices tumbling more than three per cent on Thursday to end the day below $1,200, is "the ultimate asset bubble," a phrase coined by George Soros, on the path to finally bursting? In March, investment banks such as Goldman ... market trends, news research and surveys resources
Taurus Mutual Fund launches Taurus MIP Advantage
Published on Wed, Jun 30, 2010 at 10:47   |  Updated at Fri, Jul 02, 2010 at 16:07  |  Source : Taurus Mutual Fund announced the launch of Taurus MIP Advantage , an open-ended income scheme with multi-level diversification, exposure through 3 major asset classes, viz. Debt, Equity and Gold (through Gold ETFs). The investment objective of the scheme is to generate regular income through a portfolio of fixed income securities, Gold ETFs and equity & equity related instruments. The new fund offer (NFO) opens on June 29, 2010 and closes on 23 July, 2010. Taurus MIP Advantage will provide ... market trends, news research and surveys resources


Dynamic Asset Allocation under Inflation
The Rodney L. White Center for Financial Research. Dynamic Asset Allocation under Inflation. Michael J. Brennan. Yihong Xia ... technology research, surveys study and trend statistics
CalPERS Adopts New Asset Allocation Mix - Equalizes U.S. ...
– The California Public Employees’ Retirement System Board of Administration today adopted a new investment asset allocation for its $250 billion portfolio to deliver optimum risk-adjusted investment returns over the next three years. CalPERS will continue to target two thirds or 66 percent of its portfolio to public and private equities combined. Fixed income and inflation-linked assets combined will be 24 percent. Real Estate asset allocation will be 10 percent. Global publicly-traded stocks, which were 60 percent of the total portfolio, will move downward to 56 percent and will be evenly split between U.S. stocks ... technology research, surveys study and trend statistics
Writing Business Plans: Economic and Social Environment, computer ...
1.   �The politico-legal environment of business contains a number of critical elements.� Examine this statement with the help of examples. 2.    Explain the factors responsible for industrial sickness and measures to tackle them in Small Scale Industries Sector (SSI)   . 3.   �Rao - Manmohan Model of Growth is different from Gandhian Model of Growth.� Critically evaluate this statement. 4.   �An important factor which influences the Balance of Payments of a country is the exchange rate of its currency vis-a- vis other major currencies.� Briefly explain this statement. 5. ...
What is Fama & French Theory for investment? - Yahoo! Answers
In the portfolio management field, Fama and French developed the highly successful three factor model to describe the market behavior. CAPM uses a single factor, beta, to compare the excess returns of a portfolio with the excess returns of the market as a whole. But it oversimplifies the complex market. Fama and French started with the observation that two classes of stocks have tended to do better than the market as a whole: (i) small caps and (ii) stocks with a high book-to-market ratio (BM, customarily called value stocks; to be differentiated from growth stocks). They then added two factors to CAPM to reflect a ...