The importance of asset allocation

Financial Analysts Journal

Volumn 66, Issue 2, 2010, Pages 18-20

  Ibbotson, Roger G ^a,b,c  

^a Zebra Capital   (United States)

^b YALE SCHOOL OF MANAGEMENT   (United States)

^c Morningstar   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78349270510     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v66.n2.4     Document Type: Article

References (7)

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): 39-44.
2. 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.
3. Ibbotson, Roger G., and Paul D. Kaplan. 2000. "Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?" Financial Analysts Journal, vol.56, no. 1 (January/February): 26-33.
4. Kritzman, Mark. 2006. "'Determinants of Portfolio Performance- 20 Years Later': A Comment." Financial Analysts Journal, vol. 62, no. 1 (January/February):10-11.
5. Nuttall, Jennifer A., and John Nuttall. 1998. "Asset Allocation Claims-Truth or Fiction?" Unpublished manuscript.
6. Vardharaj, Raman, and Frank J. Fabozzi. 2007. "Sector, Style, Region: Explaining Stock Allocation Performance." Financial Analysts Journal, vol. 63, no. 3 (May/June):59-70.
7. Xiong, James, Roger G. Ibbotson, Thomas Idzorek, and Peng Chen. 2010. "The Equal Importance of Asset Allocation and Active Management." Financial Analysts Journal, vol. 66, no. 2 (March/April):22-30.