Dynamic asset allocation

An asset allocation strategy in which the asset mix is quantitatively shifted in response to changing market conditions, as in a portfolio insurance strategy, for example.

Dynamic Asset Allocation

An active management strategy for a portfolio or fund with a basic set of securities. The money manager changes the securities represented in the portfolio or fund as needed in order to take advantage of short-term profits. However, once the portfolio or fund has attains those profits, the money manager returns to the basic set of securities originally in it. The money manager may use fundamental, technical, and/or macroeconomic analysis in determining when and how to change the securities in the portfolio or fund.

References in periodicals archive ?

QMA, the quantitative equity and dynamic asset allocation business of PGIM, applies a disciplined, research-driven approach that seeks to identify and capture alpha opportunities and combines factor exposures to create diversified, risk-aware strategies designed for long-term, consistent performance.

QMA hires first head of international distribution

Research connected with Bernstein's Dynamic Asset Allocation program indicated that, as a rule of thumb, investors in a 60/40 mix could expect about a 10% reduction in annualized volatility over time, with little--if any--sacrifice of return.

Finding better investment trade-offs: new solutions for mitigating risk

For long-term strategic or short-term dynamic asset allocation, for example, we were in a better position to grab market opportunities that would suit us best.

Tony Broccardo Keeps Things Ship Shape

Next, several dynamic asset allocation approaches based on our business cycle indicator (CLI) are examined.

Investment portfolio management using the business cycle approach/Investiciju portfelio valdymas verslo ciklo poziuriu

Dynamic asset allocation that can change with market conditions and client objectives is what works best in a volatile environment, he added.

Why Investors Should Focus on Dynamic Asset Allocation

Providing resources, education and actuarial consulting, the program aims to help financial professionals and their clients walk through the key steps for shutting down a plan, including termination strategies, execution of a Dynamic Asset Allocation (DAA) strategy, plan termination administration and final distribution of assets.

Bells & Whistles

You need to have a dynamic asset allocation in order to adapt your investments to the environment.

PRESERVING WEALTH: Banking from experience

CPPI Methodology is a well reputed dynamic asset allocation mechanism, which allows you to invest up to 100 per cent in the stock market, with full protection of your invested capital.

IN THE MIDDLE OF DIFFICULTY LIES OPPORTUNITY

Then the team designed a dynamic asset allocation strategy in which the funded status of the plan can trigger changes to its asset allocation, and the funded status together with the level of interest rates can trigger changes in the plan's interest-rate hedge ratio.

Real-time asset reallocation: Hewlett-Packard

By contrast, in a dynamic asset allocation strategy, portfolio risk level responds to the plan's funded status in a systematic manner.

De-risking through dynamic asset allocation: though defined benefit pension plan sponsors cannot control the market, they can temper their fund's exposure to it. The first step: understanding how bad "bad" can be and taking appropriate action

A prime example is the Dynamic Asset Allocation service that AllianceBernstein employs as sub-advisor for Transamerica Asset Management's VA portfolio.

What changes in the VA market mean for advisors

Stergios Saloustros, head of dynamic asset allocation at the unit, said, 'It would make good sense in the long-term for emerging markets total exposure to be at high single digit to low double-digit.