The Rationality of Asset Allocation Recommendations
The popular finance literature describes the asset allocation decision as one of the most important factors in determining investment performance. This article reviews the implications of modern portfolio theory for the asset allocation decision and then examinesthe recommendations of some leading financial experts to see if they are consistent with theory.
Year of publication: |
2000
|
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Authors: | Elton, Edwin J. ; Gruber, Martin J. |
Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 35.2000, 01, p. 27-41
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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