Strategic Asset Allocation: The Global Multi-Asset Market Portfolio 1959-2011
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Elsevier BV
Reference22 articles.
1. The Significance of the Market Portfolio;S G Athanasoulis;Review of Financial Studies,2000
2. Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes;N Bekkers;Journal of Wealth Management,2009
3. Global Portfolio Optimization;F Black;Financial Analysts Journal,1992
4. A Composite Portfolio Benchmark for Pension Plans;G P Brinson;Financial Analysts Journal,1986
5. Does the Composition of the Market Portfolio Really Matter?;K C Brown;Journal of Portfolio Management,1987
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Strategic Asset Allocation in the Times of Financialized Commodity Markets;Journal of International Business Research and Marketing;2021
2. The Global Capital Stock. A Proxy for the Unobservable Global Market Portfolio;SSRN Electronic Journal;2016
3. Implications of Financialization for Strategic Asset Allocation: The Case of Correlations;SSRN Electronic Journal;2013
4. LDI: Does it Turn CAPM into RAPM?;SSRN Electronic Journal;2013
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