Empirical Asset Pricing for Tactical Asset Allocation
A 2012 paper by Rush on market timing and tactical asset allocation across several asset classes: the abstract does not mention a benchmark, an out-of-sample test, transaction costs, multiple testing or the size of the universe.
“Portfolio managers typically combine tactical asset allocation with their period rebalancing in order to add additional return that can justify management fees.”
AssetMulti-asset
StrategyMarket timingportfolio optimization
GeographyGlobal
FrequencyMonthly
Also stated: Fundamentals
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodMarket timing and tactical asset allocation by year
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
| Similar papers | citation | same method | same asset | same authors | |
|---|---|---|---|---|---|
| Tactical Asset Allocation for U.S. Pension Investors: How Tactical Should the Plan Be? by Louton et al. | 2015 | ||||
| Beyond Binary: A Ternary Regime Framework for Tactical Asset Allocation by Richman | 2026 | ||||
| A Unified Theory of Strategic and Tactical Asset Allocation by Alonso | 2026 | ||||
| A Causal Regime-Risk-Stability Framework for Global Tactical Asset Allocation by Bailer | 2026 | ||||
| The Performance of Asset Allocation Mutual Funds by Yin et al. | 2024 |