Work

Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1368689

Authors: Niels Bekkers, Ronald Q. Doeswijk, Trevin Lam

Institution: Tilburg University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2005205675

Cites: 20

Cited by: 26

Related to: 10