Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?

Financial Analysts Journal

Volumn 56, Issue 1, 2000, Pages 26-33

  Ibbotson, Roger G ^a   Kaplan, Paul D ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037510223     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v56.n1.2327     Document Type: Article

References (10)

1. Brinson, Gary P., L. Randolph Hood, and Gilbert L. Beebower. 1986. "Determinants of Portfolio Performance." Financial Analysts Journal, vol. 42, no, 4 (July/August):39-48.
2. Brinson, Garỳ P., Brian D. Singer, and Gilbert L. Beebower. 1991. "Determinants of Portfolio Performance II: An Update." Financial Analysts Journal, vol. 47, no. 3 (May/June):40-48.
3. Goetzmann, William N., and Roger G. Ibbotson. 1994. "Do Winners Repeat?" Journal of Portfolio Management, vol. 20, no. 2 (Winter):9-18.
4. Hensel, Chris R., D. Don Ezra, and John H. Ilkiw. 1991. "The Importance of the Asset Allocation Decision." Financial Analysts Journal, vol. 47, no. 4 (July/August):65-72.
5. Ibbotson Associates. 1998. Stocks, Bonds, Bills, and Inflation, 1998 Yearbook. Chicago, IL: Ibbotson Associates.
6. Jahnke, William W. 1997. "The Asset Allocation Hoax." Journal of Financial Planning, vol. 10, no. 1 (February):109-113.
7. Lucas, Lori. 1998. "Analyzing Manager Style." In Pension Investment Handbook, 1998 Supplement. Edited by Mark W. Riepe and Scott L. Lummer. New York: Panel Publishers.
8. Sharpe, William F. 1991. "The Arithmetic of Active Management." Financial Analysts Journal, vol.47, no. 1 (January/ February):7-9.
9. _. 1992. "Asset Allocation: Management Style and Performance Measurement." Journal of Portfolio Management, vol. 18, no. 2 (Winter):7-19.
10. Stevens, Dale H., Ronald J. Surz, and Mark E. Wimer. 1999. "The Importance of Investment Policy." Journal of Investing, vol. 8, no. 4 (Winter):80-85.