Asset allocation : an analytical approach. by Tan, Peter.

“…Maximization of risk adjusted return is ephemeral, and the continual challenge is to ascertain a suitable asset allocation. Portfolio manager is always faced with the dilemma of tailoring a customer's portfolio and the dynamic change in the financial arena. …”
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Financial asset allocation and green innovation by Jun Duan, Tingting Liu, Xiaoran Yang, Hua Yang, Yunwei Gao

Subjects: “…financial asset allocation…”
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Is OCIO superior in asset allocation performance? by Myungjoo Kang, Inwook Song, Seiwan Kim

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Growing semantic vines for robust asset allocation by Xing, Frank Z., Cambria, Erik, Welsch, Roy E.

“…Our construction of a semantic vine improves the state-of-the-art arbitrary vine-growing method in the context of robust correlation estimation and multi-period asset allocation. The effectiveness of our methods on a large scale is also demonstrated by experiments.…”
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ASSET ALLOCATION – INSTRUMENT FOR RISK MANAGEMENT IN THE CAPITAL MARKET by Saša Stevanović

“…Assets allocation involvesmaking decisions about the choice betweendifferent classes of assets in the portfolio. …”
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Portfolio Asset Allocation Decisions: A Meta-Analysis by Gusni Gusni, Nugraha Nugraha

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Bonds, Bondholders Protection and Asset Allocation of Multimarket Funds by Thayse Machado Guimarães, Rodrigo Fernandes Malaquias

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Intelligent asset allocation via market sentiment views by Xing, Frank Z., Cambria, Erik, Welsch, Roy E.

“…However, utilizing market sentiment under the asset allocation framework has been rarely discussed. In this article, we investigate the role of market sentiment in an asset allocation problem. …”
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An optimal model for asset allocation between bonds and equities. by Chee, Su Ling., Tan, George Choy Sin., Toh, Soo Fun.

Subjects: “…DRNTU::Business::Finance::Asset allocation…”
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Asset Allocation in Indonesian Stocks Using Portfolio Robust by Abdurakhman, Abdurakhman

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Dynamic Asset Allocation with Expected Shortfall via Quantum Annealing by Hanjing Xu, Samudra Dasgupta, Alex Pothen, Arnab Banerjee

“…We propose a hybrid quantum-classical algorithm to solve a dynamic asset allocation problem where a target return and a target risk metric (expected shortfall) are specified. …”
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Optimal Asset Allocation Subject to Withdrawal Risk and Solvency Constraints by Areski Cousin, Ying Jiao, Christian Yann Robert, Olivier David Zerbib

Subjects: “…asset allocation…”
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Top Management Team Characteristics, Overconfidence, and Financial Asset Allocation by Rangkun Qi

“…The mediating effect and the influence of overconfidence on TMT’s characteristics affecting financial asset allocation were analyzed through a mediation model, a two-way fixed effects model, and the Logit method. …”
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Asset Allocation and Performance of Malaysian Civil Service Pension Fund by Muhammad Irfan, Wee-Yeap Lau

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Investment in children’s higher education and household asset allocation in China by Yuanyuan Gu, Mary Arends-Kuenning

Subjects: “…Household asset allocation…”
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A Multi-Step Procedure for Asset Allocation in Case of Limited Resources by Georgieva Penka V., Popchev Ivan P., Stoyanov Stanimir N.

Subjects: “…asset allocation…”
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Defined contribution pension plans : mutual fund asset allocation changes by Sialm, Clemens, Starks, Laura, Zhang, Hanjiang

Subjects: “…DRNTU::Business::Finance::Asset allocation…”
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The analysis level of optimism that influence investor’s risk tolerance in asset allocation by Siti Nazifah Zainol Abidin, Saiful Hafizah Jaaman, Ahmad Syafadhli Abu Bakar

“…Furthermore, model is able to determine asset allocation and priority shares for each combination accordingly. …”
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Stochastic optimization of heuristic method rule to determine asset allocation to retirement portfolio by Aušra Klimavičienė

“…The article examines the problem of determining asset allocation to sustainable retirement portfolio. The article attempts to apply heuristic method – 100 minus age in stocks rule – to determine asset allocation to sustainable retirement portfolio. …”
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Asset allocation efficiency from dynamic and static strategies in underfunded pension funds by Chunsuk Park, Dong-Soon Kim, Kaun Y. Lee

Subjects: “…dynamic and static asset allocation…”
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