Financial Algorithms for Dynamic Investment Reallocation

Alfranso, Lindsey (2012) Financial Algorithms for Dynamic Investment Reallocation. [Dissertation (University of Nottingham only)] (Unpublished)

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Abstract

This dissertation provides the fundamentals of dynamic investment reallocation and their applications to trading investment practitioners’ decisions in the financial services sector. Our objective is to explain the concepts and techniques that can be applied to real-world dynamic investment decision making. While empirical findings on dynamic reallocation in investment theory are currently limited, we take a bold step towards a new approach to allocation in respect to trading investments. We develop a dynamic reallocation model to explore its implications for allocators. We present our findings in a way which poses questions as to the importance of further research in this field. We explore the findings of both simulated and published data to derive important conclusions.

Item Type: Dissertation (University of Nottingham only)
Depositing User: EP, Services
Date Deposited: 29 Mar 2022 15:41
Last Modified: 30 Mar 2022 04:30
URI: http://eprints.nottingham.ac.uk/id/eprint/26214

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