Asset Allocation, Portfolio Optimization: Better Risk-Adjusted Performance?

Butrimovitz, Gerald
August 1999
Journal of Financial Planning;Aug1999, Vol. 12 Issue 7, p80
Academic Journal
Presents information on a study which compared the asset allocation performance with random selection performance in the pool of managed funds. Methodology; Database criteria for the Ibbotson Model; Results of the search for the variable annuity funds whose performance equaled or exceeded that of the model portfolios; Risk-management results of the optimized portfolios.


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