TITLE

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

AUTHOR(S)
Butrimovitz, Gerald
PUB. DATE
August 1999
SOURCE
Journal of Financial Planning;Aug1999, Vol. 12 Issue 7, p80
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
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.
ACCESSION #
2196272

 

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