Asset Allocation Policy is a strategic investment framework that specifies the target distribution of capital across distinct asset classes to align with an investor’s risk tolerance, return objectives, and time horizon.
135
Publications
8.1K
Citations
238
Authors
177
Institutions
Publications per year
2017–2026
12
Parents
Publications
135
William F. Sharpe · The Journal of Portfolio Management · 1992 · 1.6K citations
Fischer Black, Robert B. Litterman · The Journal of Fixed Income · 1991 · 490 citations
Dynamic Asset Allocation under Inflation
Michael J. Brennan, Yihong Xia · The Journal of Finance · 2002 · 443 citations
1–5 of 135
Authors
238
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- RD
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- WF
3
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- ML
3
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- MB
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1–5 of 238
Institutions
177
Yale University
New Haven, United States
5 h-index
5 publications
305 citations
Morgan Stanley (United States)
New York, United States
4 h-index
6 publications
191 citations
Baylor University
Waco, United States
3 h-index
3 publications
56 citations
Massachusetts Institute of Technology
Cambridge, United States
3 h-index
4 publications
228 citations
Goethe University Frankfurt
Frankfurt am Main, Germany
3 h-index
7 publications
277 citations
Healthcentric Advisors
Providence, United States
3 h-index
4 publications
112 citations
Ecole des Hautes Etudes Commerciales du Nord
Roubaix, France
3 h-index
3 publications
75 citations
Ghent University
Ghent, Belgium
3 h-index
5 publications
91 citations
1–8 of 177
Venues
- Financial Analysts Journal
FAJ · 19 publications · 1.2K citations
17
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- The Journal of Portfolio Management
JPM · 14 publications · 2.2K citations
12
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- SSRN Electronic Journal
Repository · 14 publications · 332 citations
11
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- Journal of Banking & Finance
6 publications · 280 citations
6
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- CFA Digest
5 publications · 110 citations
5
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1–5