Concepedia

Asset Allocation Attribution

Asset Allocation Attribution is a performance attribution method that quantifies the portion of a portfolio's excess return attributable to the strategic distribution of capital across asset classes, as opposed to security selection or market timing decisions.

9

Publications

209

Citations

26

Authors

15

Institutions

Publications per year

2017–2026

3

Parents

Publications

9

Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?

Fei Lv, Chen Yang, Libing Fang · International Review of Financial Analysis · 2020 · 52 citations

, , +17

Peer effects, personal characteristics and asset allocation

Annie C. Zhang, Jiali Fang, Ben Jacobsen et al. · Journal of Banking & Finance · 2018 · 49 citations

, , +13

The Potential for Inflating Earnings through the Expected Rate of Return on Defined Benefit Pension Plan Assets

Brian Adams, Mary Margaret Frank, Tod Perry · Accounting Horizons · 2011 · 30 citations

, , +15

Retraction: Asset allocation in equity, fixed-income and cryptocurrency on the base of individual risk sentiment

Alexey Mikhaylov, Natalia Sokolinskaya, Evgeniy Lopatin · Investment Management and Financial Innovations · 2019 · 17 citations · Full text

, , +10

Domestic and foreign bias in real estate mutual funds

Toyokazu Imazeki, Paul Gallimore · Journal of Property Research · 2009 · 15 citations

, , +14

1–5 of 9

Authors

26

  1. ID
    Isabel Dallas

    The University of Western Australia, Australia

    1 publications · 11 citations

    1

    h-index

  2. NS
    Natalia Sokolinskaya

    Financial University, Russia

    1 publications · 17 citations

    1

    h-index

  3. MM
    Mary Margaret Frank

    University of Virginia, United States

    1 publications · 30 citations

    1

    h-index

  4. RW
    R. W. A. Fowler

    Rollins College, United States

    1 publications · 11 citations

    1

    h-index

  5. WA
    Wasim Ahmad

    Indian Institute of Technology Kanpur, India

    1 publications · 12 citations

    1

    h-index

1–5 of 26

Institutions

15

  1. York University

    Toronto, Canada

    1 h-index

    1 publications

    12 citations

  2. St. Margaret Mary School

    Chicago, United States

    1 h-index

    3 publications

    90 citations

  3. Georgia State University

    Atlanta, United States

    1 h-index

    2 publications

    30 citations

  4. University of Otago

    Dunedin, New Zealand

    1 h-index

    1 publications

    11 citations

  5. Baylor University

    Waco, United States

    1 h-index

    1 publications

    12 citations

  6. National Institute of Public Finance and Policy

    New Delhi, India

    1 h-index

    1 publications

    12 citations

  7. TIAS School for Business and Society

    Tilburg, Netherlands

    1 h-index

    1 publications

    49 citations

  8. Financial University

    Moscow, Russia

    1 h-index

    3 publications

    51 citations

1–8 of 15

Venues

  1. Journal of Banking & Finance

    1 publications · 49 citations

    1

    h-index

  2. Empirica

    1 publications · 12 citations

    1

    h-index

  3. The Journal of Fixed Income

    1 publications · 12 citations

    1

    h-index

  4. Pacific Accounting Review

    PAR · 1 publications · 11 citations

    1

    h-index

  5. Journal of Property Research

    1 publications · 15 citations

    1

    h-index

1–5