Concepedia

Asset Allocation Drift

Asset Allocation Drift is a financial phenomenon in portfolio management whereby the proportions of different asset classes in a portfolio deviate from their original target weights due to differential asset performance over time, leading to an unintended shift in risk exposure.

3

Publications

95

Citations

6

Authors

6

Institutions

Publications per year

2017–2026

1

Parents

Publications

3

1–3 of 3

Authors

6

  1. LM
    Lisa M. Plaxco

    California Institute of Technology, United States

    1 publications · 47 citations

    1

    h-index

  2. VS
    Vivek S. Borkar

    Tata Institute of Fundamental Research, India

    1 publications · 38 citations

    1

    h-index

  3. JL
    Jianxiang Liu

    Shanghai University of Finance and Economics, China

    1 publications · 10 citations

    1

    h-index

  4. WY
    Wenyu Yi

    Shanghai University of Sport, China

    1 publications · 10 citations

    1

    h-index

  5. RD
    Robert D. Arnott

    Janus University, United States

    1 publications · 47 citations

    1

    h-index

1–5 of 6

Institutions

6

  1. Shanghai University of Finance and Economics

    Shanghai, China

    1 h-index

    1 publications

    10 citations

  2. Tata Institute of Fundamental Research

    Mumbai, India

    1 h-index

    1 publications

    38 citations

  3. Shanghai University of Sport

    Shanghai, China

    1 h-index

    1 publications

    10 citations

  4. Indian Institute of Technology Bombay

    Mumbai, India

    1 h-index

    1 publications

    38 citations

  5. California Institute of Technology

    Pasadena, United States

    1 h-index

    1 publications

    47 citations

  6. ING Direct

    New York, United States

    1 h-index

    1 publications

    47 citations

1–6 of 6

Venues

  1. Stochastic Analysis and Applications

    1 publications · 38 citations

    1

    h-index

  2. Finance research letters

    1 publications · 10 citations

    1

    h-index

  3. The Journal of Portfolio Management

    JPM · 1 publications · 47 citations

    1

    h-index

1–3