Help for asset allocation theory

Financial Planning - Financial planning in general. (Moderated) 

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Subject Author Date Help for asset allocation theory Lucas 04-14-2008  Re: Help for asset allocation theory Default User 04-14-2008  Re: Help for asset allocation theory kastnna 04-16-2008
Posted by Lucas on April 14, 2008, 1:25 pm Hi guys, it's my first post here. I'm writing my dissertation (i will graduate this fall) and I'm searching here and there some material about asset allocation theory. I need to write a chapter of my work on this issue, and I was asking myself if somebody here can help me by indicating a book or paper or something where is described with precision the asset allocation process, the theory and everything interesting about that. What I need is a good scheme for the chapter. Thank you in advance! -------------------------------------- Misc.invest.financial-plan is a moderated newsgroup where Moderators strive to keep the conversations on-topic for financial planning. Other posting guidelines include a request for brevity and another for trimming posts to which we respond. For all of the other tips and suggestions, see "FROM THE MODERATORS: Posting to misc.invest.financial-plan", a weekly post now on the Newsgroup. Posted by Default User on April 14, 2008, 3:36 pm Lucas wrote: > Hi guys, it's my first post here. I'm writing my dissertation (i will > graduate this fall) and I'm searching here and there some material > about asset allocation theory. I need to write a chapter of my work > on this issue, and I was asking myself if somebody here can help me > by indicating a book or paper or something where is described with > precision the asset allocation process, the theory and everything > interesting about that. What I need is a good scheme for the chapter. It's generally referred to as Modern Portfolio Theory. You should be able to find lots of references under that. William Bernstein has a couple of books explaining aspects of this, with some math as I recall. Most of MPT is based on the work of Fama and French. It's not clear exactly what you need. Books on asset allocation frequently feature charts or tables with back-tested data showing risk and return for various allocations. Brian -- If televison's a babysitter, the Internet is a drunk librarian who won't shut up. -- Dorothy Gambrell (http://catandgirl.com) -------------------------------------- Misc.invest.financial-plan is a moderated newsgroup where Moderators strive to keep the conversations on-topic for financial planning. Other posting guidelines include a request for brevity and another for trimming posts to which we respond. For all of the other tips and suggestions, see "FROM THE MODERATORS: Posting to misc.invest.financial-plan", a weekly post now on the Newsgroup. Posted by kastnna on April 16, 2008, 12:44 am > It's generally referred to as Modern Portfolio Theory. You should be > able to find lots of references under that. William Bernstein has a > couple of books explaining aspects of this, with some math as I recall. > Most of MPT is based on the work of Fama and French. Not to split hairs, but most of original predictions of MPT are SUPPORTED by the analysis of Fama and French. Modern portfolio theory is BASED on the work of Harry Markowitz. He won a Nobel prize for it in 1990 (if memory serves) but he introduced the idea in the 1950s. All the same, they are all excellent sources to begin researching. -------------------------------------- Misc.invest.financial-plan is a moderated newsgroup where Moderators strive to keep the conversations on-topic for financial planning. Other posting guidelines include a request for brevity and another for trimming posts to which we respond. For all of the other tips and suggestions, see "FROM THE MODERATORS: Posting to misc.invest.financial-plan", a weekly post now on the Newsgroup. Similar Threads Posted Asset Allocation and MVO May 16, 2007, 7:12 pm Pls help Asset Allocation Question October 13, 2006, 6:49 pm Asset Allocation question October 20, 2006, 6:24 pm Asset Allocation question December 22, 2006, 11:25 am re: asset allocation/ bonds January 9, 2007, 1:34 pm Re: Matrix Asset Allocation August 1, 2007, 4:05 pm Zvi Bodie's asset allocation January 27, 2008, 7:27 pm Re: Zvi Bodie's asset allocation January 31, 2008, 12:20 pm Does a person have only one asset allocation? March 31, 2008, 8:12 am Asset Allocation question: Bonds January 8, 2007, 5:00 am