Bo Sørensen

  • Features

    Rapid response tactics

    May 2004 (Magazine)

  • Features

    TAA alpha there for the taking

    January 2004 (Magazine)

    Fixed asset weightings in a portfolio are not optimal when risk premiums and volatility vary over time. This renders tactical asset allocation (TAA) a useful supplement to strategic asset allocation. The institutional investor considering the investment process for TAA should consider the spillover effects to other parts of the investment ...