Keyword

asset allocation

Description: An investment strategy that distributes a portfolio across asset classes to balance risk and potential returns in light of an investor’s goals.

Primary topic: Financial Markets and Investment Strategies (28%)

Wikidata ID: wiki/Q462748

OpenAlex ID: keywords/asset-allocation

Portfolio Selection*

1952 · Harry Markowitz · The Journal of Finance · 13,454

Portfolio Selection

1952 · Harry Markowitz · The Journal of Finance · 4,603

Modern Portfolio Theory and Investment Analysis.

1982 · Keith V. Smith, E. J. Elton, et al. · The Journal of Finance · 3,012

A Test of the Efficiency of a Given Portfolio

1989 · Michael R. Gibbons, Stephen A. Ross, et al. · Econometrica · 2,364

Teori Portofolio Dan Analisis Investasi

2016 · Adler Haymans Manurung · Universitas Terbuka eBooks · 1,906

Global Portfolio Optimization

1992 · Fischer Black, Robert Litterman · Financial Analysts Journal · 1,835

Emerging equity market volatility

1997 · Geert Bekaert, Campbell R. Harvey · Journal of Financial Economics · 1,701

Predictive regressions

1999 · Robert F. Stambaugh · Journal of Financial Economics · 1,609

Naive Diversification Strategies in Defined Contribution Saving Plans

2001 · Shlomo Benartzi, Richard H Thaler · American Economic Review · 1,537

Honey, I Shrunk the Sample Covariance Matrix

2004 · Olivier Ledoit, Michael Wolf · The Journal of Portfolio Management · 1,273

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Institutional Investors and Equity Prices

1998 · Paul Gompers, Andrew Metrick · National Bureau of Economic Research · 1,263

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Foundations of Portfolio Theory

1991 · HARRY M. MARKOWITZ · The Journal of Finance · 1,129

Portofolio dan Investasi: Teori dan Aplikasi

2010 · Eduardus Tandelilin · 1,108

Determinants of Portfolio Performance

1986 · Gary P. Brinson, L. Randolph Hood, et al. · Financial Analysts Journal · 1,027

The Hyperbolic Consumption Model: Calibration, Simulation, and Empirical Evaluation

2001 · George-Marios Angeletos, David Laibson, et al. · The Journal of Economic Perspectives · 1,000

Financial development, property rights and growth

2003 · Claessens, C.A.M.F., Laeven, L. · UvA-DARE (University of Amsterdam) · 971

Gender Differences in the Allocation of Assets in Retirement Savings Plans

1998 · Annika Sundén, Brian J. Surette · American Economic Review · 961

Large Covariance Estimation by Thresholding Principal Orthogonal Complements

2013 · Jianqing Fan, Yuan Liao, et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 912

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Why Not Diversify Internationally Rather Than Domestically?

1974 · Bruno H. Solnik · Financial Analysts Journal · 899

The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies

2020 · Shaen Corbet, Charles Larkin, et al. · Finance research letters · 876

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Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock

2001 · Shlomo Benartzi · The Journal of Finance · 814

Portfolio Choice and Trading in a Large 401(k) Plan

2003 · Julie Agnew, Pierluigi Balduzzi, et al. · American Economic Review · 776

On the Predictability of Stock Returns: An Asset‐Allocation Perspective

1996 · SHMUEL KANDEL, ROBERT F. STAMBAUGH · The Journal of Finance · 730

Common Stocks as a Hedge Against Inflation

1976 · Zvi Bodie · The Journal of Finance · 696

On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation

2004 · A. J. Patton · Journal of Financial Econometrics · 669

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Works count: 25,950

Citation count: 224,800