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New Perspective on Investment Models

Kees Koedijk and Alfred Slager
The Journal of Portfolio Management Investment Models 2021, 47 (5) 15-23; DOI: https://doi.org/10.3905/jpm.2021.1.224
Kees Koedijk
is a professor of banking and finance at Utrecht University School of Economics in Utrecht, The Netherlands
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Alfred Slager
is a professor of pension fund management at TIAS School for Business and Society at Tilburg University in Tilburg, The Netherlands
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The Journal of Portfolio Management: 47 (5)
The Journal of Portfolio Management
Vol. 47, Issue 5
Investment Models 2021
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New Perspective on Investment Models
Kees Koedijk, Alfred Slager
The Journal of Portfolio Management Mar 2021, 47 (5) 15-23; DOI: 10.3905/jpm.2021.1.224

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New Perspective on Investment Models
Kees Koedijk, Alfred Slager
The Journal of Portfolio Management Mar 2021, 47 (5) 15-23; DOI: 10.3905/jpm.2021.1.224
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  • Article
    • Abstract
    • INVESTMENT MODEL
    • MODEL 1: TRADITIONAL ASSET ALLOCATION MODEL
    • MODEL 2: OPERATIONAL BENCHMARK MODEL
    • MODEL 3: ENDOWMENT MODEL
    • MODEL 4: FACTOR ALLOCATION MODEL
    • MODEL 5: RISK PARITY MODEL
    • REFLECTION ON INVESTMENT MODELS
    • REFERENCES
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