'Efficient Portfolio Management' - A Guide to Effective Investment Supervision Processes

Posted: 7 Mar 2010  

Sharath M. Sury

Santa Clara University; University of California

Date Written: June 15, 2003

Abstract

Investment supervisors who seek a “best practices” approach to the investment process must necessarily base their approach upon the principles of modern portfolio theory, with special emphasis on strategic asset allocation and active risk budgeting. This approach should provide for the efficient deployment of active and passive instruments across both traditional and alternative asset classes. The intelligent application of these principles can meaningfully contribute to the design and execution of a sound investment program. This article provides one approach that has been successfully used by investment supervisors to manage global investment portfolio for clients.

Keywords: asset allocation, investment management, portfolio optimization, investment process, investment

JEL Classification: G10, G11, G19

Suggested Citation

Sury, Sharath M., 'Efficient Portfolio Management' - A Guide to Effective Investment Supervision Processes (June 15, 2003). Available at SSRN: https://ssrn.com/abstract=1566285

Sharath M. Sury (Contact Author)

Santa Clara University ( email )

500 El Camino Real
Santa Clara, CA California 95053
United States

HOME PAGE: http://phonebook.scu.edu/index.cfm?v=pid&i=1894

University of California ( email )

1156 High St
Santa Cruz, CA 95064
United States

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