Results 71 to 80 of about 348,165 (301)
MathematicsAs a form of long-term asset allocation, pension fund investment necessitates accurate estimation of both asset returns and associated risks over extended time horizons.
Yungao Wu, Yuqin Sun
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The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method [PDF]
This paper considers an asset allocation strategy over a finite period under investment uncertainty and short-sale constraints as a continuous time stochastic control problem.
Carl Chiarella, Chih-Ying Hsiao
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Structural positions and risk budgeting : quantifying the impact of structural positions and deriving implications for active portfolio management [PDF]
, 2001 Structural positions are very common in investment practice. A structural position is defined as a permanent overweighting of a riskier asset class relative to a prespecified benchmark portfolio.
Herold, Ulf
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Advanced Science, EarlyView.ABSTRACT Accumulating evidence suggests that the intestinal microbiota participates in the progression of metabolic dysfunction‐associated steatotic liver disease (MASLD) through microbiota‐host interaction. However, the beneficial role of commensal mycobiota in MASLD progression remains poorly understood.
Shuping Qiao +11 more
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Asset allocation under multivariate regime switching [PDF]
This paper studies asset allocation decisions in the presence of regime switching in asset returns. We find evidence that four separate regimes - characterized as crash, slow growth, bull and recovery states - are required to capture the joint ...
Allan Timmerman, Massimo Guidolin
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Advanced Science, EarlyView.Hepatocytes are subjected to increased membrane tension along with lipid accumulation. Loss of PIEZO1 exacerbates high‐fat diet‐induced MASLD in mice. Activation of PIEZO1 alleviates high‐fat diet‐induced MASLD in mice. PIEZO1 negatively regulates de novo lipogenesis through activation of CaMKK2‐AMPK pathway. ABSTRACT Liver is a central organ for lipid
Hui Chen +14 more
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Real Estate in the Mixed-asset Portfolio: The Question of Consistency [PDF]
The recent poor performance of the equity market in the UK has meant that real estate is increasingly been seen as an attractive addition to the mixed-asset portfolio.
Simon Stevenson, Stephen Lee
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A Tac1‐Expressing Brainstem Pathway Underlies the Pathogenesis of Trigeminal Neuralgia
Advanced Science, EarlyView.A critical TG‐Sp5CTac1‐PBNTac1 pathway drives trigeminal neuropathic pain (TNP). Tac1‐expressing parabrachial nucleus (PBNTac1) neurons exhibit heightened responses to innocuous stimuli in TNP, and chemogenetic inhibition of these neurons effectively prevents TNP development.
Liting Sun +11 more
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A Study on Dynamic Asset Allocation Strategy for Optimal Portfolio Selection
East Asian Economic Review, 2021 We use iterative numerical procedures combined with analytical methods due to Rapach and Wohar (2009) to solve for the dynamic asset allocation strategy for optimal portfolio demand.
Hojin Lee
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Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation [PDF]
While most everyone would agree that valuations matter, the question remains as to whether clients with a long-term outlook (such as those planning for retirement) can hope to act successfully on information about valuations.
Pfau, Wade Donald
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