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This document discusses asset allocation strategies over the past two centuries in France. It analyzes how allocating between equities, bonds, gold, real estate, and cash would have performed under different economic and monetary conditions from 1815 to present day. Simulation results show that tactical asset allocation based on measuring the economic and monetary cycles could have achieved long-term returns of 10.9% annually by avoiding major downturns and capital misallocation between these asset classes

Author

Adriano Fragoso

Language

EN