Tactical Assets Allocation: Evidence from the Nigerian Banking Industry

Adedoyin Isola Lawal ()
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Adedoyin Isola Lawal: Landmark University

Acta Universitatis Danubius. OEconomica, 2014, issue 10(2), 193-204

Abstract: The core of portfolio selection theory centers on striking a balance between risk-return trade-off of a given investment layout so as to maximize benefits. Literature reveals that portfolio selection or asset allocation problems often involve the use of mathematical programming in propounding solution. This paper uses a blend of simultaneous equation and graphical approach to linear programming algorithm to help solve investors‘ problem in allocating assets among various alternatives when faced with problems associated with risk-return trade-off. We strongly suggest that practioners as well as policy makers use this approach to obtain optimal solution when faced with decision making given various investment alternatives.

Keywords: Tactical Asset Allocation; Linear programming; risk; return; investment (search for similar items in EconPapers)
Date: 2014
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