Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio

European Journal of Operational Research

Volumn 192, Issue 1, 2009, Pages 209-215

  Farinelli, Simone ^a   Ferreira, Manuel ^b   Rossello, Damiano ^c   Thoeny, Markus ^b   Tibiletti, Luisa ^d  

^a Union Bank of Switzerland   (Switzerland)

^b Cantonal Bank of Zurich   (Switzerland)

^c UNIVERSITY OF CATANIA   (Italy)

^d UNIVERSITY OF TURIN   (Italy)

Author keywords

Asset allocation; Decision support system; Risk management

Indexed keywords

RISK ANALYSIS; RISK MANAGEMENT;

ASSET ALLOCATION; DECISION SUPPORT SYSTEM;

INVESTMENTS;

EID: 51049103431     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2007.08.035     Document Type: Article

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