The Implementation of Asset Allocation Approaches: Theory and Evidence
Sign Up to like & getrecommendations! Published in 2020 at "Sustainability"
DOI: 10.3390/su12177162
Abstract: This study develops three capital allocation approaches and a directional weight increment algorithm to identify the efficient frontier of all possible multi-asset portfolios precisely and rapidly. Subsequently, this study proposes an asset selection criterion, based… read more here.
Keywords: asset allocation; asset; asset portfolios; allocation approaches ... See more keywords