Asset Allocation

Asset Allocation is the strategic distribution of investment capital among different asset classes—such as equities, fixed income, real estate, and alternative investments—according to an investor’s risk tolerance, return objectives, and investment horizon, within the broader framework of portfolio management.

6.8K

Publications

505.2K

Citations

9.4K

Authors

2.7K

Institutions

Publications per year

2017–2026

1.4K

Parents

Financial PlanningInvestment ManagementPortfolio ManagementQuantitative FinanceReal Estate Investment

Children

Bayesian Asset AllocationConstrained Mean-variance AnalysisContingent Claim AllocationFactor-based Asset AllocationInflation-indexed AllocationLifecycle InvestingOptimization Under Transaction CostsReal Estate Portfolio Allocation

Publications

6.8K

Optimum consumption and portfolio rules in a continuous-time model

Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations

Social Sciences, Economics, Finance +16

Portfolio Selection: Efficient Diversification of Investments

Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations

Business, Finance, Financial Management +14

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

Robert C. Merton · The Review of Economics and Statistics · 1969 · 5.3K citations

Social Sciences, Economics, Finance +17

Mutual Fund Performance

William F. Sharpe · The Journal of Business · 1966 · 3.8K citations

Business, Finance, Financial Management +17

Martingales and arbitrage in multiperiod securities markets

J. Michael Harrison, David M. Kreps · Journal of Economic Theory · 1979 · 3.7K citations

Business, Economics, Finance +12

1–5 of 6.8K

Authors

9.4K

EJ
Edwin J. Elton
New York University, United States
21 publications · 5.1K citations
20
h-index
MJ
Martin J. Gruber
New York University, United States
20 publications · 2.1K citations
20
h-index
FJ
Frank J. Fabozzi
Ecole des Hautes Etudes Commerciales du Nord, France
23 publications · 2K citations
19
h-index
RF
Robert F. Stambaugh
University of Pennsylvania, United States
18 publications · 5.4K citations
18
h-index
AT
Allan Timmermann
University of California San Diego, United States
19 publications · 2.6K citations
17
h-index

1–5 of 9.4K

Institutions

2.7K

1–8 of 2.7K

Venues

The Journal of Finance
263 publications · 59.8K citations
112
h-index
SSRN Electronic Journal
Repository · 886 publications · 36.8K citations
84
h-index
Journal of Financial Economics
106 publications · 24.8K citations
71
h-index
Review of Financial Studies
94 publications · 25K citations
66
h-index
Financial Analysts Journal
FAJ · 162 publications · 19.6K citations
64
h-index

1–5