Testing Marc Faber's asset allocation

By : Genin, Guillaume [UCL] Directed by : Petitjean, Mikael [UCL]

Marc Faber's asset allocation is well-known among the professional investment community. It requires a 25% investment in the typical stock and bond markets complemented by a 25% stake in both gold and real estate. This thesis aims at investigating the allocation performance over a 10-year period between 2006 and 2016 by taking the perspectives of an American, European and Japanese investors.

Access type : Accès restreint
Year : 2017
Keywords : Portfolio analysis, Marc Faber
Language : Anglais
Faculty : Louvain School of Management
Degree : Master [120] en Ingénieur de gestion
Bibliographic reference Genin, Guillaume. Testing Marc Faber's asset allocation. Louvain School of Management, Université catholique de Louvain, 2017. Prom. : Petitjean, Mikael.
Permanent URL http://hdl.handle.net/2078.1/thesis:10320