In this paper, I first study the out-of-sample performance of generic rebalancing policies
selected using Monte Carlo, bagging and in-sample back-testing methods. The results show …

For individual investors, asset allocation is often cited as the most important decision in the
investment process. The success of any asset allocation strategy depends on a host of …

Discussions of the analysis of mutual funds are followed by checklists to ease the analysis
and selection of specific mutual funds and fund portfolios. The book is thus designed for …

본 연구는 우리나라시장에서 적절하게 자산배분된 포트폴리오에 대한 효과적인
리벨런싱방법에 관하여 1999 년 1 월부터 2008 년 9 월까지의 데이터를 가지고 실증적으로 …

Inhaltsangabe: Einleitung: Versicherungsunternehmen überprüfen in der Regel alle ein bis
drei Jahre ihre langfristige Kapitalanlagestrategie. Dabei soll sichergestellt werden, dass die …