Help for asset allocation theory

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!

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Reply to
Lucas
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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

Reply to
Default User

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.

Reply to
kastnna

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