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Artykuły w czasopismach na temat „Asset Allocation”

Autor: Grafiati

Data publikacji: 4 czerwca 2021

Data aktualizacji: 25 lipca 2025

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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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2

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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3

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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4

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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5

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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6

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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7

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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8

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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9

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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10

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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11

Wachter, Jessica A. "Asset Allocation." Annual Review of Financial Economics 2, no. 1 (2010): 175–206. http://dx.doi.org/10.1146/annurev-financial-073009-104026.

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12

Black, Fischer, and Robert B. Litterman. "Asset Allocation." Journal of Fixed Income 1, no. 2 (1991): 7–18. http://dx.doi.org/10.3905/jfi.1991.408013.

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13

Hielscher, Udo. "Asset Allocation." Credit and Capital Markets – Kredit und Kapital 24, no. 2 (1991): 254–70. http://dx.doi.org/10.3790/ccm.24.2.254.

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14

Huang, Zhanbing, and Yu Lu. "Analysis of asset risk and household Financial Asset Allocation structure—Empirical analysis from a nonlinear model." E3S Web of Conferences 235 (2021): 01039. http://dx.doi.org/10.1051/e3sconf/202123501039.

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Chinese households now have a good understanding of finance and their asset allocation choices are increasingly skewed towards financial products. At present, most domestic and foreign researches on the structure and choice of household asset allocation mainly analyze the influence of residents’ characteristics or financial literacy on household asset allocation, while few researches on the internal relationship between household risk, asset structure and allocation choice. Based on CHFS data and the theory of asset investment behavior, this paper systematically analyzes and risk assets and fa

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15

Yang, Chen. "The Impact of Digital Financial Literacy on Older Households' Pension Financial Asset Allocation—Evidence from China." Risk and Financial Management 6, no. 1 (2025): p89. https://doi.org/10.30560/rfm.v6n1p89.

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With the population aging, the importance of pension finance has become increasingly prominent. However, Chinese elderly households' participation in the pension finance market is relatively low, with a single asset allocation structure. Based on data from the China Household Finance Survey, this paper examines the impact of digital financial literacy on the allocation of Pension financial assets of elderly households. The study found that increased digital financial literacy significantly promotes older households' participation in the pension finance market, allocation of commercial pension

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16

Horvitz, Jeffrey E. "Asset Classes and Asset Allocation." Journal of Wealth Management 2, no. 4 (2000): 27–32. http://dx.doi.org/10.3905/jwm.2000.320371.

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17

Clarke, Roger G., Harindra de Silva, and Brett H. Wander. "Risk Allocation versus Asset Allocation." Journal of Portfolio Management 29, no. 1 (2002): 9–30. http://dx.doi.org/10.3905/jpm.2002.319860.

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18

Fisher, Gregg S., and Michael B. McDonald. "Factor Allocation and Asset Allocation." Journal of Wealth Management 21, no. 2 (2018): 10–20. http://dx.doi.org/10.3905/jwm.2018.21.2.010.

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19

Choi, James J., David Laibson, and Brigitte C. Madrian. "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect." American Economic Review 99, no. 5 (2009): 2085–95. http://dx.doi.org/10.1257/aer.99.5.2085.

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Consistent with mental accounting, we document that investors sometimes choose the asset allocation for one account without considering the asset allocation of their other accounts. The setting is a firm that changed its 401(k) matching rules. Initially, 401(k) enrollees chose the allocation of their own contributions, but the firm chose the match allocation. These enrollees ignored the match allocation when choosing their own-contribution allocation. In the second regime, enrollees selected both accounts' allocations, leading them to integrate the two. Own-contribution allocations before the

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20

ALESTALO, NOORA, and VESA PUTTONEN. "Asset allocation in Finnish pension funds." Journal of Pension Economics and Finance 5, no. 1 (2006): 27–44. http://dx.doi.org/10.1017/s1474747205002295.

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This paper empirically examines the strategic asset allocation and the asset/liability issues in the Finnish defined benefit pension funds. The results indicate that there is a relationship between the liability structure and the asset allocation. While pension funds with younger participants have more equity exposure, more mature pension funds have more fixed income investments.Wide dispersion in asset allocations is also found between the funds. One fund holds its entire portfolio in fixed income securities, whereas other funds have none or only few fixed income holdings. Equity investments

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21

Bt Abdul Halima, Nurfadhlina, Dwi Susanti, Alit Kartiwa, and Endang Soeryana Hasbullah. "Abnormal Portfolio Asset Allocation Model: Review." International Journal of Business, Economics, and Social Development 1, no. 1 (2020): 46–54. http://dx.doi.org/10.46336/ijbesd.v1i1.18.

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It has been widely studied how investors will allocate their assets to an investment when the return of assets is normally distributed. In this context usually, the problem of portfolio optimization is analyzed using mean-variance. When asset returns are not normally distributed, the mean-variance analysis may not be appropriate for selecting the optimum portfolio. This paper will examine the consequences of abnormalities in the process of allocating investment portfolio assets. Here will be shown how to adjust the mean-variance standard as a basic framework for asset allocation in cases where

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22

Rajyaguru, Jyoti Umesh. "A study on balancing risk and return through asset allocation." RESEARCH REVIEW International Journal of Multidisciplinary 8, no. 11 (2023): 151–54. http://dx.doi.org/10.31305/rrijm.2023.v08.n11.023.

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Increased awareness of asset allocation is a positive development in the world of investing. Asset allocation is a crucial investment strategy that involves dividing an investor's portfolio among different asset classes, such as stocks, bonds, cash, real estate, and commodities. The goal of asset allocation is to balance the risk and return of an investment portfolio by diversifying across different types of assets with varying levels of risk and return potential.

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23

Jahnke, William W. "”Digestible” Asset Allocation." Journal of Investing 7, no. 1 (1998): 9–11. http://dx.doi.org/10.3905/joi.1998.408445.

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24

Ibbotson, Roger G., and Charles H. Wang. "Global Asset Allocation." Journal of Investing 9, no. 1 (2000): 39–51. http://dx.doi.org/10.3905/joi.2000.319398.

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25

Singh, Ishmeet. "Dynamic asset allocation." International Journal of Recent Scientific Research 08, no. 05 (2017): 17204–8. http://dx.doi.org/10.24327/ijrsr.2017.0805.0304.

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26

Sharpe, William F. "Integrated Asset Allocation." Financial Analysts Journal 43, no. 5 (1987): 25–32. http://dx.doi.org/10.2469/faj.v43.n5.25.

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27

Trammell, Susan. "Adaptive Asset Allocation." CFA Institute Magazine 22, no. 6 (2011): 47–49. http://dx.doi.org/10.2469/cfm.v22.n6.10.

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28

Fong, H. Gifford. "Dynamic Asset Allocation." ICFA Continuing Education Series 1987, no. 1 (1987): 82–85. http://dx.doi.org/10.2469/cp.v1987.n1.12.

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29

Goodsall, William A. R. "Tactical Asset Allocation." AIMR Conference Proceedings 1998, no. 6 (1998): 102–10. http://dx.doi.org/10.2469/cp.v1998.n6.10.

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30

Merciai, Patrizio. "Global Asset Allocation." AIMR Conference Proceedings 1998, no. 6 (1998): 31–45. http://dx.doi.org/10.2469/cp.v1998.n6.4.

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31

Philips, Thomas K., Greg T. Rogers, and Robert E. Capaldi. "Tactical Asset Allocation." Journal of Portfolio Management 23, no. 1 (1996): 57–64. http://dx.doi.org/10.3905/jpm.1996.409576.

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32

Ennis, Richard M. "Parsimonious Asset Allocation." Financial Analysts Journal 65, no. 3 (2009): 6–10. http://dx.doi.org/10.2469/faj.v65.n3.2.

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33

Brennan, Michael J., Eduardo S. Schwartz, and Ronald Lagnado. "Strategic asset allocation." Journal of Economic Dynamics and Control 21, no. 8-9 (1997): 1377–403. http://dx.doi.org/10.1016/s0165-1889(97)00031-6.

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34

Tütüncü, R. H., and M. Koenig. "Robust Asset Allocation." Annals of Operations Research 132, no. 1-4 (2004): 157–87. http://dx.doi.org/10.1023/b:anor.0000045281.41041.ed.

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35

Estrada, Javier. "GHAUS asset allocation." Journal of Asset Management 17, no. 1 (2015): 1–9. http://dx.doi.org/10.1057/jam.2015.28.

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36

Madhogarhia, Pawan K., and Marco Lam. "Dynamic asset allocation." Journal of Asset Management 16, no. 5 (2015): 293–302. http://dx.doi.org/10.1057/jam.2015.4.

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37

Sun, Yuqin, Yungao Wu, and Gejirifu De. "A Novel Black-Litterman Model with Time-Varying Covariance for Optimal Asset Allocation of Pension Funds." Mathematics 11, no. 6 (2023): 1476. http://dx.doi.org/10.3390/math11061476.

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The allocation of pension funds has important theoretical value and practical significance, which improves the level of pension investment income, achieves the maintenance and appreciation of pension funds, and resolves the pension payment risk caused by population aging. The asset allocation of pension funds is a long-term asset allocation problem. Thus, the long-term risk and return of the assets need to be estimated. The covariance matrix is usually adopted to measure the risk of the assets, while calculating the long-term covariance matrix is extremely difficult. Direct calculations suffer

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38

Duan, Jun, Tingting Liu, Xiaoran Yang, Hua Yang, and Yunwei Gao. "Financial asset allocation and green innovation." Green Finance 5, no. 4 (2023): 512–37. http://dx.doi.org/10.3934/gf.2023020.

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<abstract> <p>Sustainable development is a key issue of global concern, and countries around the world are striving to promote green development. From the perspective of financial asset allocation motivation, this paper explores the impact of financial asset allocation on green innovation based on the data of A-share listed non-financial companies from 2011 to 2021. First, there is an inverted U-shaped relationship between the proportion of financial asset allocation and the green innovation of physical enterprises, that is, as the proportion of financial asset allocation increases

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39

Duan, Jun, Tingting Liu, Xiaoran Yang, Hua Yang, and Yunwei Gao. "Financial asset allocation and green innovation." Green Finance 5, no. 4 (2023): 512–37. http://dx.doi.org/10.3934/gf.2023021.

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<abstract> <p>Sustainable development is a key issue of global concern, and countries around the world are striving to promote green development. From the perspective of financial asset allocation motivation, this paper explores the impact of financial asset allocation on green innovation based on the data of A-share listed non-financial companies from 2011 to 2021. First, there is an inverted U-shaped relationship between the proportion of financial asset allocation and the green innovation of physical enterprises, that is, as the proportion of financial asset allocation increases

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40

Zhu, Junyang. "Industry Asset Allocation Portfolio Analysis." BCP Business & Management 26 (September 19, 2022): 150–58. http://dx.doi.org/10.54691/bcpbm.v26i.1871.

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Since the beginning of the 21st century, there have been many excellent fund managers, but excellent asset portfolios are rare. Therefore, it is of great interests to implement in-depth investigations on this issue. In this paper, Markowitz model and Index model are selected to measure the returns and volatility of ten different excellent assets to get a better result. At the same time, according to the preferences of different customers, five different constraints are selected to meet the characteristics of more groups. Based on this, this paper optimizes the asset portfolio. This result show

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41

Konno, Hiroshi, and Jing Li. "Internationally Diversified Investment Using an Integrated Portfolio Model." International Journal of Theoretical and Applied Finance 01, no. 01 (1998): 145–60. http://dx.doi.org/10.1142/s0219024998000072.

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In this paper, we use a new integrated portfolio model which takes care of stocks and bonds of several countries to construct an internationally diversified portfolio. This serves as an alternative to the popular asset allocation strategy, in which the fund is first allocated to indices corresponding to diverse asset classes and then allocated to individual assets using appropriate models for each asset class. Our model, on the other hand, determines the allocation of the fund to individual assets in one stage by solving a large scale mean-variance or mean-absolute deviation model. Another imp

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42

Li, Yanqi. "Research on Household Financial Asset Allocation Based on Population Aging." Modern Economics & Management Forum 5, no. 3 (2024): 438. http://dx.doi.org/10.32629/memf.v5i3.2357.

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With the intensification of population aging, household financial asset allocation is facing new challenges. This paper analyzes the trend of population aging and its impact on the financial market, and discusses the relative changes of high risk assets and low risk assets in household financial asset allocation, and how to allocate assets according to households' risk appetite and investment goals. This paper reviews and analyzes relevant literature at home and abroad, and uses the data of China Household Finance Survey (CHFS) from 2015 to 2019 to explore the impact of population aging on hou

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43

Layard-Liesching, Ronald G. "Risk Allocation Instead of Asset Allocation." AIMR Conference Proceedings 1998, no. 6 (1998): 126–35. http://dx.doi.org/10.2469/cp.v1998.n6.13.

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44

Huang, Kun, Qiuge Yao, and Chong Li. "Impacts of Financial Market Shock on Bank Asset Allocation from the Perspective of Financial Characteristics of Banks." International Journal of Financial Studies 7, no. 2 (2019): 29. http://dx.doi.org/10.3390/ijfs7020029.

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Given ongoing financial disintermediation and the need for central banks to establish interest rate corridors, commercial banks have increasingly enriched their asset allocation choices, forming an allocation pattern that combines traditional credit assets (loans) and financial assets (interbank and securities investment). Due to the long-standing dual interest rate system in China, the yields of credit assets and financial assets have differed, which means the latter has greater volatility. Using the quarterly panel data of 23 listed commercial banks in China from 2002 to 2017, the empirical

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45

Ling, Yunting, Zihan Jiang, and Shiyu Liu. "Optimal Asset Allocation Model during the Economic Recession." BCP Business & Management 46 (June 8, 2023): 159–71. http://dx.doi.org/10.54691/bcpbm.v46i.5092.

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Due to the impact of the COVID-19 pandemic, the economic situation of various industries around the world has been affected to varying degrees. Different asset types are affected in different ways. As most non-institutional investors lack sufficient professional skills, investors tend to invest in low-risk assets. Some investors only invest in a single asset without a reasonable portfolio allocation of multiple assets, resulting in the risk of one asset being equal to or higher than the portfolio investment of multiple assets. This report mainly uses the CAPM model, based on financial data fro

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46

Wu, Wen-Lin. "Where to make an investment? If home political risk occurs." Corporate Ownership and Control 12, no. 1 (2014): 589–98. http://dx.doi.org/10.22495/cocv12i1c6p6.

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n this paper, we put political risk into the model of international asset allocation to analyze international investors’ decisions. We assume that when home investors have perceived home political risks, they override other factors of their portfolio decision and move to hold more foreign assets to hedge those risks. To model political risk, we use a stochastic differential equation with a Poisson jump diffusion process to simulate international asset allocation. The numerical result confirms our hypothesis, i.e., foreign bias exists. That is, home investors would prefer to hold more foreign a

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47

Cai, Liang, and Zhixin Wu. "Intelligent Asset Allocation Portfolio Division and Recommendation." Journal of Organizational and End User Computing 36, no. 1 (2024): 1–23. http://dx.doi.org/10.4018/joeuc.354707.

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With the continuous development of financial markets, intelligent asset allocation has become a topic of great concern in the investment field. However, traditional asset allocation methods often face difficulties in grasping the relationship between diversity, risk and return, which limits its application in complex market environments. To solve this problem, this study introduces deep learning and knowledge graphs and proposes an intelligent asset allocation model. Our model makes full use of the advantages of the Knowledge Graph Embedding Model (KGE), LSTM, and Genetic Algorithm (GA) to bui

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48

Wang, Xiaowei, Rui Wang, and Yichun Zhang. "Cross-asset momentum and the hybrid fund transmission mechanism in China’s stock and bond markets." PLOS ONE 19, no. 3 (2024): e0300781. http://dx.doi.org/10.1371/journal.pone.0300781.

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The allocation of assets across different markets is a crucial element of investment strategy. In this regard, stocks and bonds are two significant assets that form the backbone of multi-asset allocation. Among publicly offered funds (The publicly offered funds in China correspond to the mutual funds in the United States, with different names and details in terms of legal form and sales channels), the stock-bond hybrid fund gives investors a return while minimizing the risk through capital flow between the stock and bond markets. Our research on China’s financial market data from 2006 to 2022

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Jayakody, J. A. N. N., M. C. M. Nasvi, D. J. Robert, et al. "Development of a Cross-Asset Model for the Maintenance of Road and Water Pipe Assets using AHP Method." Civil Engineering Journal 10, no. 2 (2024): 336–61. http://dx.doi.org/10.28991/cej-2024-010-02-01.

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Roads and water pipe assets undergo various deterioration processes due to the high demand for their services. Maintenance of these assets is often planned as individual assets, and the interdependency among different assets is neglected. An integrated framework for cross-asset maintenance is required for optimum utilization of the available funds for asset maintenance. To date, there are very few studies focusing on the use of the analytical hierarchy process (AHP) for cross-asset maintenance of roads and water pipe assets. Therefore, this research aims to develop an integrated fund allocatio

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50

Reichenstein, William R. "Asset Allocation and Asset Location Decisions Revisited." Journal of Wealth Management 4, no. 1 (2001): 16–26. http://dx.doi.org/10.3905/jwm.2001.320399.

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