This is a summary of links featured on Quantocracy on Saturday, 07/30/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Practical Implementation of Strategic Allocation Bets with Black-Litterman [DileQuante]As a portfolio manager or as a portfolio construction analyst, the most usual way to manage a fund is to elaborate a Strategic Asset Allocation (a.k.a. SAA), that is reviewed on a mid or low frequency, on which PM or researchers add their tactical views, i.e. a Tactical Asset Allocation (a.k.a. TAA), which can be refreshed on a higher frequency. The SAA reflects the long term view of