Investment portfolio management using the business cycle approach
A dissimilar performance characteristic displayed by asset classes over the economic business cycle has determined the purpose of this study - the integration of the business cycle approach into the construction of optimal investment portfolios. The paper combines business cycle, asset allocation an...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2013-03-01
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| Series: | Business: Theory and Practice |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/BTP/article/view/8542 |