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  • Back Testing of Investment Performance by Asset Class
    1974-2010). In this model, the only variable that is dynamic is the asset allocation. For this model, we use ... and Nyhart Page 19 Discussion of results from dynamic allocation: Another issue a pension manager faces ...

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    • Authors: Maneesh K Sharma, Thomas Totten, John F Cierzniak
    • Date: Jan 2013
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Investments