RT Journal Article
SR Electronic
T1 Practical Applications of The Power of Dynamic Asset Allocation
JF Practical Applications
FD Institutional Investor Journals
SP 1
OP 5
DO 10.3905/pa.2014.2.1.063
VO 2
IS 1
A1 Mirko Cardinale
A1 Marco Navone
A1 Andrzej Pioch
A1 Jennifer Bollen
YR 2014
UL https://pm-research.com/content/2/1/1.13.abstract
AB The Power of Dynamic Asset Allocation Mirko Cardinale Marco Navone Andrzej Pioch Global multi-asset managers continue to rely on faulty historical models for asset allocation, in spite of evidence showing the shortcomings of this model. Forward-looking returns are much more reliable forecasting models, says Mirko Cardinale, Head of Asset Allocation for Europe, the Middle East and Africa at Russell Investmentsin London. Cardinale co-wrote The Power of Dynamic Asset Allocation ,In this Practical Applications report, Cardinale explains that the article attempts to bridge the gap between theoretical research on equity and bond return predictability and industry practice. It was co-written by Marco Navone , a Senior Lecturer in Finance at the UTS Business School of the University of Technology Sydney , and Andrzej Pioch, a Multi-Asset Fund Manager at Aviva Investors in London.TOPICS: Portfolio management/multi-asset allocation, statistical methods, accounting and ratio analysis