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Author

Michal Mešťan

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2 papers indexed here

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Aug 2026

Robustness of Asset Allocation Strategies in Long-Term Investing: A Comparative Analysis of Selected Portfolio Approaches

This paper examines the robustness of selected asset allocation strategies in the context of long-term investing. The study compares the performance and risk characteristics of four portfolio construction approaches – the 1/N portfolio, the 60/40 portfolio, the annually rebalanced Markowitz portfolio (MW+R) and a portf...

Nikola Nejedlíková, Michal Mešťan · 0 citations
Aug 2026

Real performance and downside risk of static multi-asset portfolios across U.S. business-cycle phases, 1930–2025

This paper examines the real performance and downside risk of thirteen static multi-asset portfolios across U.S. business-cycle phases from 1930 to 2025. Using 1,149 monthly observations, it analyses equities, U.S. government bonds, gold, silver, real estate investment trusts, and selected portfolio combinations. Reces...

Peter Jurík, Michal Mešťan · 0 citations

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