Blar i AURA på forfatter "Forgard, Knut Olav"
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Dynamic Asset Allocation Strategies Based on Volatility and Turbulence Performance comparison 1973-2014
Forgard, Knut Olav (Master thesis, 2015)The main purpose of this thesis is to evaluate the performance of the dynamic turbulence targeting asset allocation strategy, and then match it up against the volatility targeting strategy, which is the dynamic benchmark, ...