'Efficient Portfolio Management' - A Guide to Effective Investment Supervision Processes
Posted: 7 Mar 2010
Date Written: June 15, 2003
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: Suggested Citation