Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?-Reference-Cited by-同舟云学术

Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?

Published:2000-01 Issue:1 Volume:56 Page:26-33
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Ibbotson Roger G.¹,Kaplan Paul D.²

Affiliation:

1. Roger G. Ibbotson is professor of finance at the Yale School of Management and chair of Ibbotson Associates.

2. Paul D. Kaplan is the director of the Morningstar Center for Quantitative Research. He was vice president and chief economist at Ibbotson Associates when this article was written.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v56.n1.2327

Reference10 articles.

1. Determinants of Portfolio Performance

2. Determinants of Portfolio Performance II: An Update

3. Do Winners Repeat?

4. The Importance of the Asset Allocation Decision

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