, sectors and styles, and we propose a framework to allocate to thematic investments at a strategic asset allocation level. The …

The eigenproblem solution of the multi-domain efficient allocation is identified as a direct generalization of the … classical Neyman-Tchuprov optimal allocation in stratified SRSWOR. This is achieved through analysis of eigenvalues and … structure of the optimal allocation vector and relative variance than in such purely numerical tools (although the eigenproblem …