Concepedia

Global Asset Allocation

Global Asset Allocation is a strategic investment framework that systematically distributes capital across diverse asset classes and geographic regions to optimize risk-adjusted returns by leveraging international market opportunities and diversification benefits.

116

Publications

10.8K

Citations

201

Authors

149

Institutions

Publications per year

2017–2026

21

Parents

Publications

116

Global Portfolio Optimization

Fischer Black, Robert B. Litterman · Financial Analysts Journal · 1992 · 1.8K citations

, , +12

International Asset Allocation With Regime Shifts

Andrew Ang, Geert Bekaert · Review of Financial Studies · 2002 · 1.8K citations

, , +12

Forecasting International Equity Correlations

Claude B. Erb, Campbell R. Harvey, Tadas E. Viskanta · Financial Analysts Journal · 1994 · 540 citations

, , +17

The Increasing Importance of Industry Factors

Stefano Cavaglia, Christopher Brightman, Michael Aked · Financial Analysts Journal · 2000 · 471 citations

, , +17

International asset allocation under regime switching, skew, and kurtosis preferences

Massimo Guidolin, Allan Timmermann · Review of Financial Studies · 2008 · 423 citations

, , +17

1–5 of 116

Authors

201

  1. BS
    Bruno Solnik

    HEC Paris, France

    4 publications · 555 citations

    4

    h-index

  2. GB
    Geert Bekaert

    Columbia University, United States

    4 publications · 2K citations

    4

    h-index

  3. FE
    Francis E. Warnock

    University of Virginia, United States

    4 publications · 152 citations

    4

    h-index

  4. PD
    Piti Disyatat

    Bank for International Settlements, Switzerland

    3 publications · 56 citations

    3

    h-index

  5. AT
    Allan Timmermann

    University of California San Diego, United States

    3 publications · 706 citations

    3

    h-index

1–5 of 201

Institutions

149

  1. International Monetary Fund

    Washington D.C., United States

    8 h-index

    14 publications

    755 citations

  2. National Bureau of Economic Research

    Cambridge, United States

    8 h-index

    17 publications

    4.1K citations

  3. Centre for Economic Policy Research

    London, United Kingdom

    5 h-index

    8 publications

    483 citations

  4. Goldman Sachs (United States)

    New York, United States

    3 h-index

    5 publications

    68 citations

  5. Yaşar University

    Izmir, Türkiye

    3 h-index

    4 publications

    59 citations

  6. University of Groningen

    Groningen, The Netherlands

    3 h-index

    4 publications

    377 citations

  7. University of California San Diego

    San Diego, United States

    3 h-index

    3 publications

    706 citations

  8. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    3 h-index

    6 publications

    282 citations

1–8 of 149

Venues

  1. SSRN Electronic Journal

    Repository · 21 publications · 616 citations

    15

    h-index

  2. The Journal of Portfolio Management

    JPM · 12 publications · 348 citations

    11

    h-index

  3. Financial Analysts Journal

    FAJ · 12 publications · 3.4K citations

    11

    h-index

  4. Journal of Banking & Finance

    5 publications · 765 citations

    5

    h-index

  5. National Bureau of Economic Research

    Repository · 3 publications · 78 citations

    3

    h-index

1–5