2011•Unpublished venueRequires access

Asset Allocation and Portfolio Construction

Noël Amenc, Felix Goltz, Lionel Martellini, Vincent Milhau

Abstract

This chapter contains sections titled: Asset Allocation and Portfolio Construction Decisions in the Optimal Design of the Performance-Seeking Portfolio Asset Allocation and Portfolio Construction Decisions in the Optimal Design of the Liability-Hedging Portfolio Dynamic Allocation Decisions to the Performance-Seeking and Liability-Hedging Portfolios Key Points Appendix Questions

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Available abstract

Key concepts: Portfolio, Black–Litterman model, Asset allocation, Replicating portfolio, Liability, Post-modern portfolio theory, Application portfolio management, Asset (computer security)