Asset Allocation

Bill Jiang ()
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Bill Jiang: Legal & General Investment Management

Chapter Chapter 2 in Investment Strategies, 2022, pp 13-27 from Springer

Abstract: Abstract Asset allocation is the process of determining optimal portfolio allocation to different asset classes. This chapter discusses the importance of asset allocation in the investment process. It provides an overview of different investment vehicles in the market. The chapter introduces a range of general investment risks that are frequently considered in investment analysis. It describes the principle and application of the Brinson model in performance attribution. The chapter presents a fundamental factor model that can be applied to decompose portfolio returns.

Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-82711-3_2

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DOI: 10.1007/978-3-030-82711-3_2

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