Concepedia

Multi-asset Allocation

Multi-Asset Allocation is a strategic investment framework that systematically distributes capital across multiple asset classes—such as equities, fixed income, commodities, and alternatives—within a unified portfolio to optimize risk-adjusted returns through diversification and dynamic rebalancing.

69

Publications

2.1K

Citations

170

Authors

87

Institutions

Publications per year

2017–2026

9

Variants

Multi-asset Portfolio Allocation

Parents

Publications

69

Modern Portfolio Theory and Investment Analysis

1984 · 246 citations

, , +17

Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies

Wolfgang Bessler, Dominik Wolff · Journal of Banking & Finance · 2015 · 176 citations

, , +12

The Impact of Skewness and Fat Tails on the Asset Allocation Decision

James X. Xiong, Thomas M. Idzorek · Financial Analysts Journal · 2011 · 127 citations

, , +17

Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches

Wolfgang Bessler, Heiko Opfer, Dominik Wolff · European Journal of Finance · 2014 · 110 citations

, , +17

Hierarchical Clustering-Based Asset Allocation

Thomas Raffinot · The Journal of Portfolio Management · 2017 · 103 citations

, , +17

1–5 of 69

Authors

170

  1. WB
    Wolfgang Bessler

    Justus-Liebig-Universität Gießen, Germany

    3 publications · 301 citations

    3

    h-index

  2. DW
    Dominik Wolff

    Justus-Liebig-Universität Gießen, Germany

    3 publications · 301 citations

    3

    h-index

  3. JA
    John A. Haslem

    University of Maryland, College Park, United States

    2 publications · 24 citations

    2

    h-index

  4. BW
    Bo William Hansen

    Technical University of Denmark, Denmark

    2 publications · 67 citations

    2

    h-index

  5. EL
    Erik Lindström

    Lund University, Sweden

    2 publications · 67 citations

    2

    h-index

1–5 of 170

Institutions

87

  1. University of Regensburg

    Regensburg, Germany

    3 h-index

    8 publications

    300 citations

  2. Justus-Liebig-Universität Gießen

    Giessen, Germany

    3 h-index

    5 publications

    587 citations

  3. Goethe University Frankfurt

    Frankfurt am Main, Germany

    2 h-index

    2 publications

    45 citations

  4. Technical University of Denmark

    Kongens Lyngby, Denmark

    2 h-index

    4 publications

    134 citations

  5. Global Strategy Group

    New York, United States

    2 h-index

    3 publications

    195 citations

  6. Princeton University

    Princeton, United States

    2 h-index

    3 publications

    75 citations

  7. Barclays (United Kingdom)

    London, United Kingdom

    2 h-index

    4 publications

    59 citations

  8. Morgan Stanley (United States)

    New York, United States

    2 h-index

    3 publications

    98 citations

1–8 of 87

Venues

  1. The Journal of Portfolio Management

    JPM · 21 publications · 563 citations

    14

    h-index

  2. SSRN Electronic Journal

    Repository · 9 publications · 178 citations

    9

    h-index

  3. The Journal of Investing

    7 publications · 157 citations

    7

    h-index

  4. The Journal of Trading

    JOT · 4 publications · 109 citations

    4

    h-index

  5. Journal of Property Research

    4 publications · 140 citations

    4

    h-index

1–5