Asset Allocation: Putting Economics (Back) in the Mix

Posted: 30 Oct 2008

Date Written: October 29, 2008


I review the essentials of asset allocation from the perspective of economics driven factor models. By focusing on the key elements of risk factor selection, return forecasting, and management of tail risks and leverage, this article addresses important issues faced by asset allocators which have traditionally been obscured by too much focus on optimization.

Keywords: Asset Allocation, Factor Models, Tail Risk, ISM

JEL Classification: G1

Suggested Citation

Bhansali, Vineer, Asset Allocation: Putting Economics (Back) in the Mix (October 29, 2008). Available at SSRN:

Vineer Bhansali (Contact Author)

LongTail Alpha, LLC ( email )

500 Newport Center Drive
Suite 820
Newport Beach, CA 92660
United States

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