Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design?

Woo Chang Kim; Yongjae Lee; Yoon Hak Lee

doi:10.3905/jpm.2014.41.1.034

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Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design?

Woo Chang Kim, Yongjae Lee and Yoon Hak Lee

The Journal of Portfolio Management Fall 2014, 41 (1) 34-44; DOI: https://doi.org/10.3905/jpm.2014.41.1.034

Woo Chang Kim

is an associate professor in the Department of Industrial and Systems Engineering at the Korea Advanced Institute of Science and Technology (KAIST) in Yuseong-Gu, Daejeon, Republic of Korea.

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For correspondence: wkim@kaist.ac.kr

Yongjae Lee

is a PhD candidate in the Department of Industrial and Systems Engineering at the Korea Advanced Institute of Science and Technology (KAIST) in Yuseong-Gu, Daejeon, Republic of Korea.

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For correspondence: yongjae.lee@kaist.ac.kr

Yoon Hak Lee

is a PhD candidate in the Department of Industrial and Systems Engineering at the Korea Advanced Institute of Science and Technology (KAIST) in Yuseong-Gu, Daejeon, Republic of Korea.

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For correspondence: yhl3145@gmail.com

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Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design?