n Investment Analysts Journal - Market timing under different market conditions

Volume 2001, Issue 54
  • ISSN : 1029-3523
  • E-ISSN: 2077-0227
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Extracted from text ... Number 54 - Part 2 M Dumont de Chassart and C Firer* Market timing under different market conditions *Respectively School of Management Studies and Graduate School of Business, University of Cape Town, Private Bag, Rondebosch 7701, Republic of South Africa Email: cfirer@gsb.uct.ac.za 1. Introduction The asset allocation decision has a profound affect on a portfolio's performance as well as on its risk characteristics. In an actively managed portfolio the proportions invested in each asset class may be changed regularly depending on the investors' perception of the equity market's future performance relative to that of other assets. The short term switching ..

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