Dynamic Asset Allocation: Modern Portfolio Theory Updated for the Smart investor.

被引：0

作者：

Fridson, Martin S. ^{[1
]}

机构：

[1] BNP Paribas Asset Management, New York, NY 10166 USA

来源：

FINANCIAL ANALYSTS JOURNAL | 2011年 / 67卷 / 02期

关键词：

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：74 / 75

页数：2

共 22 条

[1] ASSET MANAGEMENT AND INVESTOR PORTFOLIO BEHAVIOR - THEORY AND PRACTICE
RENWICK, FB
[J]. JOURNAL OF FINANCE, 1969, 24 (02): : 181 - 206
[2] Applying modern portfolio theory for a dynamic energy portfolio allocation in electricity markets
Garcia, Reinaldo C.
Gonzalez, Virginia
Contreras, Javier
Custodio, Janiele E. S. C.
[J]. ELECTRIC POWER SYSTEMS RESEARCH, 2017, 150 : 11 - 23
[3] STRUCTURE OF INVESTOR PREFERENCES AND ASSET RETURNS, AND SEPARABILITY IN PORTFOLIO ALLOCATION - CONTRIBUTION TO PURE THEORY OF MUTUAL FUNDS
CASS, D
STIGLITZ, JE
[J]. JOURNAL OF ECONOMIC THEORY, 1970, 2 (02) : 122 - 160
[4] Portfolio Design: A Modern Approach to Asset Allocation.
Greig, Bruce C.
[J]. FINANCIAL ANALYSTS JOURNAL, 2012, 68 (04) : 94 - 95
[5] Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications
Detemple, Jerome
Rindisbacher, Marcel
[J]. REVIEW OF FINANCIAL STUDIES, 2010, 23 (01): : 25 - 100
[6] Examining fuzzy tactical asset allocation (FTAA) as an alternative to modern portfolio theory (MPT) asset allocation for international and direct real estate investment
Hin, Kim
Ho, David
Hui, Eddie
Su, Huiyong
[J]. JOURNAL OF FINANCIAL MANAGEMENT OF PROPERTY AND CONSTRUCTION, 2010, 15 (01) : 71 - +
[7] A Study on Dynamic Asset Allocation Strategy for Optimal Portfolio Selection
Lee, Hojin
[J]. EAST ASIAN ECONOMIC REVIEW, 2021, 25 (03) : 310 - 336
[8] Dynamic portfolio allocation of bounded rational investor under partial information
Shi, Jinyan
Li, Kai
Sun, Guangsheng
[J]. FIFTH WUHAN INTERNATIONAL CONFERENCE ON E-BUSINESS, VOLS 1-3: INTEGRATION AND INNOVATION THROUGH MEASUREMENT AND MANAGEMENT, 2006, : 1585 - 1590
[9] DYNAMIC ASSET ALLOCATION - INSIGHTS FROM THEORY
HODGES, SD
[J]. PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 1994, 347 (1684): : 587 - 598
[10] Asset Rotation: The Demise of Modern Portfolio Theory and the Birth of an Investment Renaissance
Hafer, Craig D.
[J]. FINANCIAL ANALYSTS JOURNAL, 2015, 71 (06) : 72 - 73

← 1 2 3 →