Dynamic Mean-Risk Asset Allocation and Myopic Strategies: A Universal Portfolio Rule

2017 ◽  
Author(s):  
Xue Dong He ◽  
Zhaoli Jiang
Keyword(s):  
Asset Allocation ◽  
Universal Portfolio ◽  
Mean Risk

Timberland Indexes and Portfolio Management

1990 ◽  
Vol 14 (3) ◽  
pp. 119-124 ◽  
Author(s):  
F. Christian Zinkhan ◽  
Kossuth Mitchell
Keyword(s):  
Performance Evaluation ◽  
Portfolio Management ◽  
Asset Allocation ◽  
Financial Assets ◽  
Southern Pine ◽  
Investment Performance ◽  
Risk Return ◽  
Efficient Portfolios ◽  
The Mean ◽  
Mean Risk

Abstract This paper explores two timberland index applications: asset allocation and investment performance evaluation. The Southern Timberland Index Fund (STIF), a southern pine index fund, is adopted for use in these applications. In the asset allocation application, the mean risk of risk-return efficient portfolios containing financial assets and the STIF is discovered to be 43% less than the mean risk of the efficient portfolios containing only financial assets. Efficient portfolios contain the STIF in proportions as high as almost 30%. As far as performance is concerned, a timberland index is suggested for use as a benchmark for evaluating (1) timberland investment managers and (2) the investment performance of timberland versus other investment alternatives. Before such applications become commonplace, it is concluded that problems associated with existing timberland indexes be addressed. South. J. Appl. For. 14(3):119-124.

Adaptive Asset Allocation

CFA Magazine ◽  
2011 ◽  
Vol 22 (6) ◽  
pp. 47-49
Author(s):  
Susan Trammell
Keyword(s):  
Asset Allocation

Asset Allocation for Family Groups

2001 ◽  
Vol 2001 (4) ◽  
pp. 4-10 ◽  
Author(s):  
James E. Hughes
Keyword(s):  
Asset Allocation ◽  
Family Groups
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