Sentence examples for static portfolio from inspiring English sources

Our findings, which reverse the conclusions of previous studies that focus on static portfolio strategies, are robust across several performance metrics.

However, until recently the so-called guaranteed products sector has relied mainly on static principal protection which consists of a static portfolio of a default-free bond plus a basket of options.

This is the classical static portfolio problem of a risk-averse investor in an Arrow-Debrew economy.

I would assume that, after transaction and tax costs, the simple static portfolio outperformed.

"The transaction at issue involved a static portfolio of securities, and was marketed solely to sophisticated financial institutions... among the most sophisticated mortgage investors in the world".

The authors concluded that, while these variables may be useful in forecasting long-term returns, "valuation‐based strategies and the much simpler 60‐40 static portfolio have had very similar performance, before transaction and tax costs".

Regular mortgage bonds are static portfolios; what you see is what you get.

Investors in these deals did not acquire static portfolios; they were either actively managed deals, and/or deals that enabled the asset manager, ICP, to pick and choose which investments were added to the CDO portfolio during the ramp up period.

From 1982 to 2016, a static stock/bond portfolio delivered real (after inflation) returns around 7%. US equities alone averaged 11.2%.

Second, utilizing thematic correlations as a forward-looking view of risk vs. static correlations for portfolio construction helps in an environment of uncertainty.

His main research interests include static and dynamic portfolio management theories; trading system models; machine learning applications in finance; bio-inspired optimization techniques; multi-criteria methods for economic decision support; port scheduling models and algorithms; and non-standard probability distributions in finance.