Publisher description for Dynamic portfolio theory and management : using active asset allocation to improve profits and reduce risk / by Richard E. Oberuc.

Bibliographic record and links to related information available from the Library of Congress catalog

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An exciting new model for improved asset allocation accuracy in every market environment

Modern Portfolio Theory (MPT) and asset allocation are the foundations on which most institutional investors base their decisions.

But many aspects of MPT weren't designed for today's fast-changing markets.

Dynamic Portfolio Theory and Management introduces a time-adaptive procedure that addresses this issue and simplifies the decision-making process.

While asset allocation programs must adapt themselves to changing market conditions to succeed, how to accomplish that has been another matter. This book reveals a new model that:

Library of Congress subject headings for this publication: Portfolio management, Investment analysis