Report Detail Summary

Recovery Rates from Market Downturns: Determining When to Hold Them and When to Fold Them

March 23, 2011

The bottom line is that an investor or portfolio manager has a couple of alternative responses to a large decline in the value of a portfolio or asset class. A large decline may trigger a reallocation of the portfolio. Another cause for a reallocation may be that investor believes the variance covariance matrix has changed.

You must have an active account to view these reports. You may register for a trial here

Download Complete Report in PDF Format

Download Complete Report in Word Format

Copyright © 2018 La Jolla Economics All Rights Reserved
Legal Disclaimer - Privacy Policy - Contact Information - Login



The ValueTiming™ strategy is based on the assumption that politicians and policymakers have particular views of the world, and that they will in general adopt policy measures that are consistent with these views.


Economic Disturbances and Equilibrium in an Integrated Global Economy

Cocktail Economics: Discovering Investment Truths from Everyday Conversations

Understanding Asset Allocation: An Intuitive Approach to Maximizing Your Portfolio