QTAA 07.17.09
JCL: Quantitative Tactical Asset Allocation http://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461 EFA GSG IEF IVV IYR %Cash 07.17.09 yes no no yes no 60 07.10.09 yes no no yes no 60 07.03.09 yes yes no yes no 40 06.26.09 yes no no yes no 60 06.19.09 yes yes no yes no 40 Things of note: The 5 assets are: international [...]
