Adaptive Asset Allocation Policies
Posted: 25 May 2010
Date Written: May 25, 2010
Abstract
This article proposes an asset allocation policy that adapts to market movements by taking into account changes in the outstanding market values of major asset classes. Such a policy considers important information, reduces or avoids contrarian behavior, and can be followed by a majority of investors.
Keywords: Portfolio Management, Asset Allocation, Portfolio Construction and Revision, Risk Management, Portfolio Risk Management
Suggested Citation: Suggested Citation
Sharpe, William F., Adaptive Asset Allocation Policies (May 25, 2010). Financial Analysts Journal, Vol. 66, No. 3, 2010, Available at SSRN: https://ssrn.com/abstract=1615459
William F. Sharpe (Contact Author)
Stanford University - Graduate School of Business ( email )
655 Knight Way
Stanford, CA 94305-5015
United States
650-725-4876 (Phone)
650-725-7979 (Fax)
HOME PAGE: http://www.wsharpe.com
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.