Tactical Style Allocation TSA A New Form of Market Neutral Strategy Professor No l Amenc noel.amencedhec Preloader

Tactical Style Allocation TSA A New Form of Market Neutral Strategy Professor No l Amenc noel.amencedhec - PowerPoint PPT Presentation


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Overview. Investment PhilosophyForecasting Style ReturnsEconometric ModelPortfolio ProcessImplementationPortfolio PerformanceNext StepReferences. . Investment Philosophy Timing and Picking. Stock (excess) returns can be decomposed into a systematic and a specific components (Sharpe\'s (1963)

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