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Adaptive Asset Allocation: A Primer

blog.edarchimbaud.com

Adaptive Asset Allocation: A Primer

edarchimbaud
Sep 3, 2023
∙ Paid
Share this post

Adaptive Asset Allocation: A Primer

blog.edarchimbaud.com
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Original paper

SSRN-id2328254.pdf

Trading rules

  • Investment focus: 10 ETFs reflecting major asset categories.

    • US Stocks

    • European Stocks

    • Japanese Stocks

    • Emerging Market Stocks

    • US REITs

    • International REITs

    • US Intermediate Treasuries

    • US Long-term Treasuries

    • Commodities

    • Gold

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