- Tytuł:
- Asset Allocation Strategyin Investment Portfolio Construction – A Comparative Analysis
- Autorzy:
- Dziwok, Ewa
- Powiązania:
- https://bibliotekanauki.pl/articles/522114.pdf
- Data publikacji:
- 2014
- Wydawca:
- Uniwersytet Ekonomiczny w Katowicach
- Tematy:
-
Strategiczna alokacja aktywów
Polityka inwestycyjna
Strategic asset allocation
Investment policy - Opis:
- The investment portfolio management process consists of an integrated set of steps to create an appropriate mixture of assets. Since it is highly depending on characteristics of the investor, it is possible to stress three main steps: planning, execution and feedback. The most crucial part of portfolio management is the execution step during which a suitable portfolio is built. The procedure takes into account asset allocation, security analysis and clients’ requirements. The main aim of the article is to present and compare asset allocation procedures used today, such as mean-variance approach, Black–Litterman one and risk based strategies.
- Źródło:
-
Journal of Economics and Management; 2014, 18; 124-132
1732-1948 - Pojawia się w:
- Journal of Economics and Management
- Dostawca treści:
- Biblioteka Nauki
Artykuł