Primary Article
A Factor Approach to Asset Allocation
Roger G. Clarke, Harindra de Silva and Robert Murdock
The Journal of Portfolio Management Fall 2005, 32 (1) 10-21; DOI: https://doi.org/10.3905/jpm.2005.599487
Roger G. Clarke
Chairman of Analytic Investors, Inc., in Los Angeles, CA.
Harindra de Silva
President of Analytic Investors, Inc.
Robert Murdock
A portfolio manager at Analytic Investors, Inc.
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In this issue
A Factor Approach to Asset Allocation
Roger G. Clarke, Harindra de Silva, Robert Murdock
The Journal of Portfolio Management Oct 2005, 32 (1) 10-21; DOI: 10.3905/jpm.2005.599487