Trevin W. Lam

Rabobank

Senior Quantitative Analyst

Croeselaan 18

Utrecht, 3521 CB

Netherlands

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

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 687

SSRN RANKINGS

Top 687

in Total Papers Downloads

25,210

CITATIONS
Rank 33,067

SSRN RANKINGS

Top 33,067

in Total Papers Citations

6

Scholarly Papers (3)

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

Number of pages: 33 Posted: 26 Mar 2009 Last Revised: 22 Oct 2009
Niels Bekkers, Ronald Q. Doeswijk and Trevin W. Lam
Tilburg University - Center and Faculty of Economics and Business Administration, affiliation not provided to SSRN and Rabobank
Downloads 14,359 (145)
Citation 5

Abstract:

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
Niels Bekkers, Ronald Q. Doeswijk and Trevin W. Lam
Tilburg University - Center and Faculty of Economics and Business Administration, affiliation not provided to SSRN and Rabobank

Abstract:

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

2.

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

Number of pages: 22 Posted: 03 Nov 2012
affiliation not provided to SSRN, Rabobank and Erasmus University Rotterdam (EUR)
Downloads 4,713 (899)
Citation 1

Abstract:

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

3.

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
affiliation not provided to SSRN, Rabobank and Erasmus University Rotterdam (EUR)
Downloads 4,234 (890)

Abstract:

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