An Overview of Systematic Allocations

15 Pages Posted: 25 Sep 2013 Last revised: 7 Oct 2013

Date Written: September 24, 2013

Abstract

The purpose of this note is to study the mathematical properties of the main approaches and current trends of rule-based allocation methods followed in asset management.

Keywords: Systematic Allocations, Smart Beta, Risk Parity, Diversification

Suggested Citation

Kiskiras, John and Nardon, Andrea, An Overview of Systematic Allocations (September 24, 2013). Available at SSRN: https://ssrn.com/abstract=2330717 or http://dx.doi.org/10.2139/ssrn.2330717

Andrea Nardon

Sarasin & Partners LLP ( email )

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