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Testing Marc Faber's asset allocation

Genin, Guillaume
(2017)

Files

Genin_49721200_2017.pdf
  • UCLouvain restricted access
  • Adobe PDF
  • 1.65 MB
Genin_49721200_2017_Annexe1.xlsx
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  • Microsoft Excel XML
  • 14.3 MB
Genin_49721200_2017_Annexe2.pdf
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  • Adobe PDF
  • 403.73 KB

Details

Supervisors
Petitjean, Mikael
Faculty
Louvain School of Management
Degree label
Master [120] en Ingénieur de gestion
Abstract
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.