Trevin Lam

Rabobank

Senior Quantitative Analyst

Croeselaan 18

Utrecht, 3521 CB

Netherlands

http://www.linkedin.com/pub/dir/trevin/lam

SCHOLARLY PAPERS

4

DOWNLOADS
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33,636

SSRN CITATIONS
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Top 38,939

in Total Papers Citations

0

CROSSREF CITATIONS

15

Scholarly Papers (4)

Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes

Number of pages: 33 Posted: 20 May 2019
Tilburg University - Tilburg University School of Economics and Management, Independent and Rabobank
Downloads 16,611 (173)
Citation 6

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strategic asset allocation, capital market expectations, mean-variance analysis, optimal portfolio, global market portfolio

Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes

Journal of Wealth Management, Vol. 12, No. 3, pp. 61-77, 2009
Posted: 02 Nov 2009
Tilburg University - Tilburg University School of Economics and Management, Independent and Rabobank

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strategic asset allocation, capital market expectations, mean-variance analysis, optimal portfolio, global market portfolio

2.

The Global Multi-Asset Market Portfolio 1959-2012

Financial Analysts Journal, Forthcoming
Number of pages: 32 Posted: 12 Nov 2013 Last Revised: 03 Dec 2014
Independent, Rabobank and Erasmus University Rotterdam (EUR)
Downloads 6,860 (908)

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strategic asset allocation, optimal portfolio, global multi-asset market portfolio

3.

Strategic Asset Allocation: The Global Multi-Asset Market Portfolio 1959-2011

Number of pages: 22 Posted: 03 Nov 2012
Independent, Rabobank and Erasmus University Rotterdam (EUR)
Downloads 6,343 (1,041)
Citation 3

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strategic asset allocation, optimal portfolio, global multi-asset market portfolio

4.

Historical Returns of the Market Portfolio

Review of Asset Pricing Studies, Forthcoming
Number of pages: 75 Posted: 02 Jun 2017 Last Revised: 23 Oct 2019
Independent, Rabobank and Erasmus University Rotterdam (EUR)
Downloads 3,822 (2,548)
Citation 2

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Strategic Asset Allocation, Market Portfolio, Historical Returns, Investment Risk,