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Tactical asset allocation (TAA) is a dynamic investment strategy which seeks actively to adjust fund allocation to a variety of asset classes by systematically exploiting inefficiencies and temporary imbalances in equilibrium values. This approach contrasts with strategic asset allocation (SAA) in which a long-term investment view target allocation is established using a combination of target return and risk tolerance. Asset returns are forecasted using the Capital Asset Pricing Model (CAPM), complemented with results obtained from the Kalman filter. Performance of TAA and SAA approaches are compared using several diagnostic metrics. The TAA approach outperforms its SAA counterpart for most of these metrics for the period under consideration, showing some potential benefits of using this approach.
Loots, Mathilda Christina(University of Pretoria, 2006-09-05)
The purpose of this study was to empower educators to mobilise assets and resources within their community in order to enable the community to cope better with the daily difficulties associated with HIV/AIDS. The study was ...
Methi, Lina Mmakgabo(University of Pretoria, 2010-09-01)
My study is informed by a partnership initiated between Gun Free South Africa and the Department of Education (District Tshwane South) with the concern of addressing violence in schools. Schools are often seen as ...