Strategic Asset Allocation: Make Love, Not War

Rekenthaler, John
September 1999
Journal of Financial Planning;Sep99, Vol. 12 Issue 8, p32
Academic Journal
Reports on the underperformance of strategic allocation in the United States in 1999. Advantages of diversification; Problems in the execution of mean-variance optimizer (MVO); Results of testing the statistical significance of MVO; Suggestion in usimg MVO.


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