This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Abstract - #309154 |
Title:
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WITHDRAWN: Portfolio Management Strategies
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Author(s):
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Les Yen and Dalene Wisley
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Companies:
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Address:
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Keywords:
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Portfolio management ;
Diversification ;
Rebalancing strategies ;
Correlation ;
Economic indicators ;
Business cycles
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Abstract:
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Most people accept the investment concept to diversify in portfolio management and construction. This paper examines the market environment, economic indicators and conditional correlations that influence the outcome of strategies, decisions and investment performance. We show a portfolio management strategy that exhibits superior returns.
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