Niels Bekkers

Tilburg University - Center and Faculty of Economics and Business Administration

MSc.

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

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 14,421 (146)
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