The Global Multi-Asset Market Portfolio, 1959–2012-Reference-Cited by-同舟云学术

The Global Multi-Asset Market Portfolio, 1959–2012

Published:2014-03 Issue:2 Volume:70 Page:26-41
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Doeswijk Ronald¹,Lam Trevin²,Swinkels Laurens³

Affiliation:

1. Ronald Doeswijk is chief strategist at Robeco, Rotterdam, the Netherlands.

2. Trevin Lam, CFA, is a quantitative analyst at Rabobank, Utrecht, the Netherlands.

3. Laurens Swinkels is senior researcher at Norges Bank Investment Management, Oslo, Norway, and assistant professor of finance at Erasmus University Rotterdam, the Netherlands.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v70.n2.1

Reference15 articles.

1. Leverage Aversion and Risk Parity

2. The Significance of the Market Portfolio

3. Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes

4. Global Portfolio Optimization

5. A Composite Portfolio Benchmark for Pension Plans

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