The Relative Importance of Asset Allocation and Security Selection

Journal of Portfolio Management

Volumn 33, Issue 1, 2006, Pages

  Assoé, Kodjovi ^a   L'Her, Jean François ^b   Plante, Jean François ^c  

^a HEC MONTRÉAL   (Canada)

^b Investment Policy Research   (Canada)

^c Caisse de Depot et Placement du Quebec   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33845342216     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2006.661371     Document Type: Article

References (12)

1. Brinson, Gary P. "Determinants of Portfolio Performance -20 Years Later: Authors' Responses." Financial Analysts Journal, vol. 62, no. 1 (January/February 2006), p. 13.
2. Brinson, Gary P., Randolph L. Hood, and Gilbert L. Beebower. "Determinants of Portfolio Performance." Financial Analysts Journal, vol. 42, no. 4 (July/August 1986), pp. 39-44.
3. Brinson, Gary P., Brian D. Singer, and Gilbert L. Beebower. "Determinants of Portfolio Performance II: An Update." Financial Analysts Journal, vol. 47, no. 3 (May/June 1991), pp. 40-48.
4. de Silva, Harindra, Steven Sapra, and Steven Thorley. "Return Dispersion and Active Management." Financial Analysts Journal, vol. 57, no. 5 (September/October 2001), pp. 29-42.
5. Hood, L. Randolph. "Determinants of Portfolio Performance -20 Years Later: Authors' Responses." Financial Analysts Journal, vol. 62, no. 1 (January/February 2006), pp. 11-12.
6. Ibbotson, Roger G., and Paul D. Kaplan. "Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?" Financial Analysts Journal, vol. 56, no. 1 (January/February 2000), pp. 26-33.
7. Kritzman, Mark. "Determinants of Portfolio Performance - 20 Years Later: A Comment." Financial Analysts Journal, vol. 62, no. 1 (January/February 2006), pp. 10-11.
8. Kritzman, Mark, and Sébastien Page. "The Hierarchy of Investment Choice." The Journal of Portfolio Management, vol. 29, no. 4 (Summer 2003), pp. 11-23.
9. _. "Response to: The Hierarchy of Investment Choice: Comment." The Journal of Portfolio Management, vol. 31, no. 1 (Fall 2004), pp. 121-123.
10. "The 2005-2006 Russell Survey on Alternative Investing." Russell Investment Group, 2005.
11. Staub, Renato. "The Hierarchy of Investment Choice: Comment." The Journal of Portfolio Management, vol. 31, no. 1 (Fall 2004), pp. 118-120.
12. Waring, Barton M., and Laurence B. Siegel. "The Dimensions of Active Manaoement." The Journal of Portfolio Management, vol. 29, no. 3 (Spring 2003), pp. 35-51.