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Relevant bibliographies by topics / Asset Allocation

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Dissertations / Theses
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Academic literature on the topic 'Asset Allocation'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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Journal articles on the topic "Asset Allocation"

1

Phan, Hieu V., and Shantaram P. Hegde. "Corporate Governance and Risk Taking in Pension Plans: Evidence from Defined Benefit Asset Allocations." Journal of Financial and Quantitative Analysis 48, no. 3 (2013): 919–46. http://dx.doi.org/10.1017/s0022109013000227.

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AbstractBased on theoretical advice and empirical evidence suggesting that risk taking in asset allocation enhances pension returns, we evaluate empirically whether good corporate governance leads to a larger allocation of pension assets to risky securities as compared to safe investments. Our findings suggest that firms with good external and internal corporate governance take more risk by investing heavily in equities and allocating a smaller share of the plan assets to cash, government debt, and insurance company accounts. The main underlying mechanisms appear to be higher investment return

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Heroux, Marcel. "Asset Allocation with Shadow Assets." CFA Digest 43, no. 1 (2013): 87–88. http://dx.doi.org/10.2469/dig.v43.n1.33.

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Scherer, Bernd. "Asset Allocation with Shadow Assets." Journal of Wealth Management 15, no. 3 (2012): 30–35. http://dx.doi.org/10.3905/jwm.2012.15.3.030.

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Jayeola, Dare, Peter O. Olatunji, and Y. J. Aborisade. "Efficient Method for Assets Allocation." International Journal of Research and Innovation in Social Science IX, no. V (2025): 4308–13. https://doi.org/10.47772/ijriss.2025.905000329.

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Asset allocation requires allotting savings among many assets. The goal of investors is to minimize risk at a given returns or/and maximize returns at a specified risk. The aim of this paper is to compare two asset allocations, Black Litterman model (BLM) and Mean Variance Model (MVM). The data used are groundnut oil, palm oil and palm kernel oil. The data is used to estimate values of risk and returns using both asset allocations to estimate risk and return of the three assets. It is observed that BLM minimizes risk and maximizes the return of its portfolio better than MVM.

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Idzorek, Thomas M., and Maciej Kowara. "Factor-Based Asset Allocation vs. Asset-Class-Based Asset Allocation." Financial Analysts Journal 69, no. 3 (2013): 19–29. http://dx.doi.org/10.2469/faj.v69.n3.7.

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Cao, Dan, and Jérôme Teïletche. "Reconsidering asset allocation involving illiquid assets." Journal of Asset Management 8, no. 4 (2007): 267–82. http://dx.doi.org/10.1057/palgrave.jam.2250077.

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M, Moses Antony Rajendran. "Asset Allocation of Portfolio Management." Journal of Research in Business, Economics and Management 2, no. 1 (2015): 40–45. https://doi.org/10.5281/zenodo.3965376.

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This review article mentioned about introduction of asset allocation, assets allocation models, determination of asset allocation, portfolio management process, policy statement of asset allocation, return objectives and investment constraints, need for a policy statement, constructing a policy statement, preliminaries of financial plan, individual investor life cycle, life cycle investment goals and, conclusion of asset allocation.

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Sharpe, William F. "Asset allocation." Journal of Portfolio Management 18, no. 2 (1992): 7–19. http://dx.doi.org/10.3905/jpm.1992.409394.

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Jones, Charles P., and Jack W. Wilson. "Asset Allocation." Journal of Wealth Management 6, no. 3 (2003): 26–34. http://dx.doi.org/10.3905/jwm.2003.320487.

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Hin/David Ho, Kim, Seow Eng Ong, and Tien Foo Sing. "Asset allocation." Journal of Property Investment & Finance 24, no. 4 (2006): 324–42. http://dx.doi.org/10.1108/14635780610674516.

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Dissertations / Theses on the topic "Asset Allocation"

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Ibrahim, Boulis Maher Boulis. "Asset allocation." Thesis, University of Strathclyde, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.287041.

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Brinkmann, Ulf. "Robuste Asset-Allocation /." Bad Soden/Ts. : Uhlenbruch, 2007. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=016280816&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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Flavin, Thomas J. "Tactical asset allocation." Thesis, University of York, 1999. http://etheses.whiterose.ac.uk/2493/.

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Hoevenaars, Roy Peter Maria Mathieu. "Strategic asset allocation & asset liability management." [Maastricht] : Maastricht : Universiteit Maastricht ; University Library, Universiteit Maastricht [host], 2008. http://arno.unimaas.nl/show.cgi?fid=9679.

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Simon, Sarah. "Asset Allocation und Zeithorizonteffekte." St. Gallen, 2005. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01654235001/$FILE/01654235001.pdf.

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Zhang, Huacheng. "Essays in Asset Allocation." Diss., The University of Arizona, 2013. http://hdl.handle.net/10150/293404.

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This dissertation consists of two essays in asset allocation. In the first essay, I measure the value of active money management. I explore this issue by comprehensively examining the parametric rule proposed by Brandt, Santa-Clara and Valkanov (2009) (the BSV rule) out-of-sample for portfolio selection among 3516 stocks in CRSP and comparing this rule to the mean-variance (MV) rule and the naïve 1/N rule recently advocated by DeMiguel, Garlappi and Uppal (2009). The BSV rule outperforms both the MV and 1/N rules and the outperformance is robust to investment horizons and stock market states.

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UBERTI, PIERPAOLO. "Higher moments asset allocation." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2010. http://hdl.handle.net/10281/11955.

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In this dissertation a four moment asset allocation model is proposed. Some assumptions are made in order to simplify the optimization model and to obtain a closed form solution for the optimal portfolio. In particular, the key assumption concerns the representation of skewness and kurtosis. The obtained optimal portfolio is a generalization of the classical two moments optimal portfolio, see Markowitz (1952). This generalization permits to write the optimal portfolio as the sum of three portfolios: the first one is the meanvariance optimal portfolio, the second one depends on the skewn

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Burri, Silvan. "Asset Allocation including Currency Managers." St. Gallen, 2006. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01649268002/$FILE/01649268002.pdf.

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Russo, Agostino. "Asset allocation under liquidity constraints." Thesis, Imperial College London, 2003. http://hdl.handle.net/10044/1/8477.

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Kearns, Michael. "Learning and strategic asset allocation." Thesis, University of Southampton, 2016. https://eprints.soton.ac.uk/408016/.

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This thesis investigates whether or not models that portray the relationship between what an investor learns and how he allocates his portfolio can explain phenomena related to household behaviour in the stock market. Endogenous modelling of household learning is utilised, which builds on a growing literature called bounded rationality with increasing explanatory power, offering an alternative to the classical rational expectations theory. Such phenomena include firstly why households often hold portfolios that are little diversified, secondly why household beliefs about the stock market exhib

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Books on the topic "Asset Allocation"

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Gibson, Roger C. Asset Allocation. McGraw-Hill, 2008.

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Wachter, Jessica. Asset allocation. National Bureau of Economic Research, 2010.

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Bresnan, Bill. Getting started in asset allocation. Wiley, 1999.

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Shahidi, Alex. Balanced Asset Allocation. John Wiley & Sons, Inc, 2014. http://dx.doi.org/10.1002/9781118835302.

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Zaremba, Adam, and Jacob Shemer. Country Asset Allocation. Palgrave Macmillan US, 2017. http://dx.doi.org/10.1057/978-1-137-59191-3.

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Canto, Victor A. Understanding Asset Allocation. Pearson Education, 2007.

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Massachusetts. Public Employee Retirement Administration Commission. Fundamentals of asset allocation. PERAC Communications Unit, 2000.

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Meucci, Attilio. Risk and Asset Allocation. Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/978-3-540-27904-4.

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Canner, Niko. An asset allocation puzzle. National Bureau of Economic Research, 1994.

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1949-, Perrucci Dorianne R., ed. Asset allocation for dummies. Wiley Pub., 2009.

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Book chapters on the topic "Asset Allocation"

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Schlachter, Michael C. "Asset Allocation." In INVEST LIKE AN INSTITUTION. Apress, 2013. http://dx.doi.org/10.1007/978-1-4302-5060-9_2.

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Jiang, Bill. "Asset Allocation." In Investment Strategies. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-82711-3_2.

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Cowell, Frances. "Asset Allocation." In Risk-Based Investment Management in Practice. Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137346407_8.

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Peray, Kurt. "Asset Allocation." In Investing in Mutual Funds Using Fuzzy Logic. CRC Press, 2024. http://dx.doi.org/10.4324/9781003579229-7.

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Eischen, Michael P., Dennis R. Fletcher, Joseph D. Longo, et al. "Asset Allocation." In Financial Success in the Year 2000 and Beyond. CRC Press, 2024. http://dx.doi.org/10.4324/9781003579212-9.

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Taulli, Tom. "Asset Allocation." In The Personal Finance Guide for Tech Professionals. Apress, 2022. http://dx.doi.org/10.1007/978-1-4842-8242-7_8.

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Zaremba, Adam, and Jacob Shemer. "Introduction." In Country Asset Allocation. Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59191-3_1.

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Zaremba, Adam, and Jacob Shemer. "Momentum Effect Across Countries." In Country Asset Allocation. Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59191-3_10.

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Zaremba, Adam, and Jacob Shemer. "Small-Country Effect." In Country Asset Allocation. Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59191-3_11.

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Zaremba, Adam, and Jacob Shemer. "Risk-Based Country Asset Allocation." In Country Asset Allocation. Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59191-3_12.

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Conference papers on the topic "Asset Allocation"

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Liu, Yichen. "Research on Asset Allocation Based on Quantitative Investment." In International Conference on Innovations in Applied Mathematics, Physics and Astronomy. SCITEPRESS - Science and Technology Publications, 2024. http://dx.doi.org/10.5220/0013001200004601.

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Liu, Yuanyuan, and Yongxin Yang. "Leveraging Stochastic Optimization in Asset Allocation for Enhanced Index Tracking." In 2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr). IEEE, 2024. https://doi.org/10.1109/cifer62890.2024.10772795.

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Shetye, Harsh, Vaidehi Shah, Jay Chotalia, and Pradnya Saval. "Opportunistic Balancing and Strategic Insights through Deep Reinforcement Learning in Asset Allocation." In 2024 15th International Conference on Computing Communication and Networking Technologies (ICCCNT). IEEE, 2024. http://dx.doi.org/10.1109/icccnt61001.2024.10724528.

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Chhavi, Pooja Gupta, Shrikant Mapari, Shilpa Saini, and Raju Shammugam. "The Impact of Strategic Asset Allocation in Mutual Funds on Investor Profitability." In 2024 First International Conference on Data, Computation and Communication (ICDCC). IEEE, 2024. https://doi.org/10.1109/icdcc62744.2024.10960832.

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Duarte, Flávio Gabriel, and Leandro Nunes Castro. "Asset Allocation based on a Partitional Clustering Algorithm." In Congresso Brasileiro de Inteligência Computacional. SBIC, 2021. http://dx.doi.org/10.21528/cbic2021-49.

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This paper proposes a method for asset allocation based on partitional clustering. This method is different from the approaches already proposed in the literature, which essentially use either an optimization-based approach or a hierarchical clustering algorithm to allocate resources in assets. After finding the clusters, the method uniformly allocates the resources over the clusters and then within the clusters, thus guaranteeing that all assets are allocated. The method was tested using data from the Brazilian Stock Exchange (B3) and the assets eligible to enter the allocation were those tha

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Xie, Yuxin, and Athanasios A. Pantelous. "Asset Allocation with Disappointment Aversion." In Second International Conference on Vulnerability and Risk Analysis and Management (ICVRAM) and the Sixth International Symposium on Uncertainty, Modeling, and Analysis (ISUMA). American Society of Civil Engineers, 2014. http://dx.doi.org/10.1061/9780784413609.119.

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Safiudeen, Mohamed, and Mahdi H. Miraz. "Portfolio Optimization by Asset Allocation." In 2022 International Conference on Computing, Networking, Telecommunications & Engineering Sciences Applications (CoNTESA). IEEE, 2022. http://dx.doi.org/10.1109/contesa57046.2022.10011354.

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Wang, Liping, and Xue Meng. "Asset Allocation, Heterogeneity and Consumption." In 2020 International Conference on Social Science, Economics and Education Research (SSEER 2020). Atlantis Press, 2020. http://dx.doi.org/10.2991/assehr.k.200801.047.

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Nicolini, Carlo, Monisha Gopalan, Bruno Lepri, and Jacopo Staiano. "Hopfield networks for asset allocation." In ICAIF '24: 5th ACM International Conference on AI in Finance. ACM, 2024. http://dx.doi.org/10.1145/3677052.3698605.

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Yuduo Lu and Min Su. "Asset allocation model across business cycle." In 2011 International Conference on Business Management and Electronic Information (BMEI). IEEE, 2011. http://dx.doi.org/10.1109/icbmei.2011.5917913.

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Reports on the topic "Asset Allocation"

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Wachter, Jessica. Asset Allocation. National Bureau of Economic Research, 2010. http://dx.doi.org/10.3386/w16255.

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Bernstein, Shai, Emanuele Colonnelli, and Ben Iverson. Asset Allocation in Bankruptcy. National Bureau of Economic Research, 2017. http://dx.doi.org/10.3386/w23305.

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Canner, Niko, N. Gregory Mankiw, and David Weil. An Asset Allocation Puzzle. National Bureau of Economic Research, 1994. http://dx.doi.org/10.3386/w4857.

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van Binsbergen, Jules, and Michael Brandt. Optimal Asset Allocation in Asset Liability Management. National Bureau of Economic Research, 2007. http://dx.doi.org/10.3386/w12970.

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León-Rincón, Carlos Eduardo, and Daniel Vela. Foreign reserves' strategic asset allocation. Banco de la República, 2011. http://dx.doi.org/10.32468/be.645.

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Guidolin, Massimo, and Allan Timmermann. Asset Allocation under Multivariate Regime Switching. Federal Reserve Bank of St. Louis, 2005. http://dx.doi.org/10.20955/wp.2005.002.

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Ang, Andrew, and Geert Bekaert. How do Regimes Affect Asset Allocation? National Bureau of Economic Research, 2003. http://dx.doi.org/10.3386/w10080.

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Harvey, Campbell. Conditional Asset Allocation in Emerging Markets. National Bureau of Economic Research, 1994. http://dx.doi.org/10.3386/w4623.

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Hodgson, Thom J., Johnathon L. Dulin, Kristin Arney, Ben J. Lobo, Curtis M. Mears, and Reha Uzsoy. Global Sensor Management: Military Asset Allocation. Defense Technical Information Center, 2009. http://dx.doi.org/10.21236/ada515353.

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Liu, Jun, Francis Longstaff, and Jun Pan. Dynamic Asset Allocation With Event Risk. National Bureau of Economic Research, 2002. http://dx.doi.org/10.3386/w9103.

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