Research

A Dynamic Asset Allocation Approach to Investing II xlxs

Abstract: In this paper, we build on the 2016 paper. In addition to the use of fundamental asset class inputs, we added technical inputs to make the asset allocation changes more robust. For a short-term trend indicator, we used the Elliott Wave Oscillator. For an intermediate-term indicator, we used the golden cross. We find a … Continue reading A Dynamic Asset Allocation Approach to Investing II xlxs