Portfolio Allocation Policy is a strategic framework that specifies the systematic distribution of capital across distinct asset classes, investment vehicles, or sectors according to predefined risk-return objectives, time horizons, and investor constraints, distinguishing it from ad hoc or discretionary allocation approaches within the domain of investment policy.
50
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5.4K
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105
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93
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Publications per year
2017–2026
12
Parents
Publications
50
Modern Portfolio Theory and Investment Analysis.
Keith Smith, Edwin J. Elton, M. J. Gruber · The Journal of Finance · 1982 · 3.1K citations
MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE
J.B. Heaton, Deborah Lucas · Macroeconomic Dynamics · 1997 · 413 citations
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Authors
105
- CM
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1–5 of 105
Institutions
93
Centre for Economic Policy Research
London, United Kingdom
2 h-index
2 publications
27 citations
Kellogg's (Canada)
Mississauga, Canada
2 h-index
3 publications
871 citations
Imperial College London
London, United Kingdom
2 h-index
4 publications
92 citations
Morgan Stanley (United States)
New York, United States
2 h-index
2 publications
94 citations
Universidad Carlos III de Madrid
Madrid, Spain
2 h-index
2 publications
44 citations
University of British Columbia
Vancouver, Canada
2 h-index
2 publications
46 citations
York University
Toronto, Canada
2 h-index
2 publications
54 citations
University of Haifa
Haifa, Israel
2 h-index
2 publications
54 citations
1–8 of 93
Venues
- SSRN Electronic Journal
Repository · 4 publications · 55 citations
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- Research in International Business and Finance
3 publications · 102 citations
3
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- The Journal of Portfolio Management
JPM · 3 publications · 164 citations
3
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- Astin Bulletin
2 publications · 54 citations
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- Journal of Banking & Finance
2 publications · 48 citations
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