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Strategic Asset Allocation: Combining Science and Judgment to Balance Short-Term and Long-Term Goals
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- Article
- Abstract
- PORTFOLIO SELECTION THEORY
- AN ASSET ALLOCATION FRAMEWORK THAT BALANCES BOTH SHORT-TERM AND LONG-TERM OBJECTIVES
- DATA AND SIMULATION APPROACH
- DETERMINING THE POLICY PORTFOLIO: PROBABILISTIC RISK FRONTIERS
- EXTENDING THE MODEL TO INCLUDE ALPHA AND SPENDING
- VERY LONG-TERM PROJECTIONS
- CONCLUSION
- APPENDIX A
- ENDNOTES
- REFERENCES
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