The importance of asset allocation policy in stock/bond portfolios is widely recognized.
Drawing a parallel for equity-only portfolios, this study analyzed the importance of allocation …

The present study uses data from the US for the 20-year period 1983-2012 to examine
whether there is evidence that statistically significant value exists for various portfolio …

In investment processes, it is almost impossible to allocate wealth directly at a single-
security level in the huge investable universe. Consequently, investors divide the whole …

The authors examined five alternative equity indices (AEIs) in the United States using
industries instead of individual stocks as building blocks to form portfolios and compared …

The interaction between the science of macroeconomics and the science of finance has
traditionally been vague. Macroeconomics has until recently focused more on the …

Build an agile, responsive portfolio with a new approach to global asset allocation Adaptive
Asset Allocation is a no-nonsense how-to guide for dynamic portfolio management. Written …

Probability weighting, the overweighting of small probabilities and underweighting of large
probabilities in a nonlinear way, describes well how most individuals form decisions under …

Jacobsen and Biwer provide a framework to help evaluate the cross-sectional importance of
asset allocation. They propose a closed-form solution of the models posited by previous …

Selecting profitable stocks is crucial in constructing an all-equity portfolio. Investors need to
rely on screening mechanisms to aid investment decision making. New stock selection …

During the period of 2013-2016, the governments of the Gulf Cooperating Countries (GCC)
1 took the serious initiative of transforming the GCC into a global financial center. They …