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Asset allocation is the implementation of an investment strategy that attempts to balance risk versus reward by adjusting the percentage of each asset in an investment portfolio according to the investor's risk tolerance, goals and investment time frame. [1]
The attribution analysis dissects the value added into three components: Asset allocation is the value added by under-weighting cash [(10% − 30%) × (1% benchmark return for cash)], and over-weighting equities [(90% − 70%) × (3% benchmark return for equities)]. The total value added by asset allocation was 0.40%.
In finance, the Black–Litterman model is a mathematical model for portfolio allocation developed in 1990 at Goldman Sachs by Fischer Black and Robert Litterman.It seeks to overcome problems that institutional investors have encountered in applying modern portfolio theory in practice.
Today's term: asset allocation. In the most basic sense, asset allocation is simply how one's assets are divided among different asset classes, such as cash, stocks, bonds, real estate, and so on ...
Statmetrics is an analytical tool which offers several modeling techniques to analyze selected markets and integrates widely implemented quantitative finance technologies in addition to contemporary econometric analysis methods.
Returns-based style analysis (RBSA) is a statistical technique used in finance to deconstruct the returns of investment strategies using a variety of explanatory variables. The model results in a strategy's exposures to asset classes or other factors, interpreted as a measure of a fund or portfolio manager's investment style .
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