Concepedia

Behavioral Asset Allocation

Behavioral Asset Allocation is a portfolio construction framework that integrates psychological principles and investor cognitive biases into asset allocation decisions, distinguishing itself from traditional mean-variance optimization by emphasizing mental accounting, aspiration levels, and probability weighting in the formation of investment portfolios.

103

Publications

6K

Citations

198

Authors

155

Institutions

Publications per year

2017–2026

22

Parents

Publications

103

Portfolio Choice and Trading in a Large 401(k) Plan

Julie R. Agnew, Pierluigi Balduzzi, Annika Sundén · American Economic Review · 2003 · 822 citations

, , +14

Asset Allocation and Information Overload: The Influence of Information Display, Asset Choice, and Investor Experience

Julie R. Agnew, Lisa R. Szykman · Journal of Behavioral Finance · 2005 · 541 citations · Full text

, , +14

Why Does the Law of One Price Fail? An Experiment on Index Mutual Funds

James J. Choi, David Laibson, Brigitte C. Madrian · Review of Financial Studies · 2009 · 527 citations · Full text

, , +17

The Intuition Behind Black-Litterman Model Portfolios

Guangliang He, Robert B. Litterman · SSRN Electronic Journal · 2002 · 273 citations · Full text

, , +17

Corporate capital allocation: a behavioral perspective

David Bardolet, Craig R. Fox, Dan Lovallo · Strategic Management Journal · 2011 · 188 citations

, , +16

1–5 of 103

Authors

198

  1. JR
    Jeffrey R. Brown

    University of Illinois Urbana-Champaign, United States

    3 publications · 197 citations

    3

    h-index

  2. JR
    Julie R. Agnew

    William & Mary, United States

    3 publications · 1.4K citations

    3

    h-index

  3. ZB
    Zvi Bodie

    Boston University, United States

    3 publications · 206 citations

    3

    h-index

  4. DB
    Dwight B. Crane

    Harvard University, United States

    3 publications · 206 citations

    3

    h-index

  5. MM
    Maureen Morrin

    Temple University, United States

    3 publications · 99 citations

    3

    h-index

1–5 of 198

Institutions

155

  1. National Bureau of Economic Research

    Cambridge, United States

    7 h-index

    16 publications

    2.2K citations

  2. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    4 h-index

    5 publications

    327 citations

  3. The University of Texas at Austin

    Austin, United States

    4 h-index

    7 publications

    257 citations

  4. University of Mannheim

    Mannheim, Germany

    4 h-index

    5 publications

    266 citations

  5. York University

    Toronto, Canada

    3 h-index

    3 publications

    113 citations

  6. University of Illinois Urbana-Champaign

    Urbana, United States

    3 h-index

    8 publications

    544 citations

  7. William & Mary

    Williamsburg, United States

    3 h-index

    6 publications

    2K citations

  8. Santa Clara University

    Santa Clara, United States

    3 h-index

    4 publications

    224 citations

1–8 of 155

Venues

  1. SSRN Electronic Journal

    Repository · 21 publications · 794 citations

    14

    h-index

  2. Journal of Behavioral Finance

    JBF · 6 publications · 661 citations

    6

    h-index

  3. Financial Analysts Journal

    FAJ · 5 publications · 318 citations

    5

    h-index

  4. Journal of Economic Behavior & Organization

    4 publications · 260 citations

    4

    h-index

  5. ˜The œjournal of wealth management

    4 publications · 155 citations

    4

    h-index

1–5