A Factor Approach to Asset Allocation

Roger G. Clarke; Harindra de Silva; Robert Murdock

doi:10.3905/jpm.2005.599487

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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.

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For correspondence: rclarke@aninvestor.com

Harindra de Silva

President of Analytic Investors, Inc.

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For correspondence: hdesilva@aninvestor.com

Robert Murdock

A portfolio manager at Analytic Investors, Inc.

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For correspondence: bmurdock@anivestor.com

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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

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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

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