This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Abstract - #309154
Title: WITHDRAWN: Portfolio Management Strategies
Author(s): Les Yen and Dalene Wisley
Keywords: Portfolio management ; Diversification ; Rebalancing strategies ; Correlation ; Economic indicators ; Business cycles

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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