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- Title
Editor's Introduction for the 2024 Special Issue on Multi-Asset Strategies and Asset Allocation.
- Authors
Fabozzi, Frank J.
- Abstract
This article is an introduction to a special issue on multi-asset strategies and asset allocation. It discusses the importance of portfolio rebalancing in maintaining a consistent risk level and avoiding impulsive decisions during market volatility. The article also covers topics such as quantifying portfolio diversification benefits, diversifying multi-asset multi-factor portfolios, personalized target-date funds, risk parity strategies, dynamic asset allocation using machine learning, time-varying factor allocation, alternative risk premia strategies, and the impact of climate change risk on long-term asset allocation. The authors provide insights, frameworks, and empirical findings to help investors make informed decisions in these areas.
- Subjects
ASSET allocation; ECONOMIC forecasting; INVESTORS; BUSINESS cycles; PORTFOLIO diversification; ECONOMIC indicators; RISK premiums
- Publication
Journal of Portfolio Management, 2024, Vol 50, Issue 5, p1
- ISSN
0095-4918
- Publication type
Article
- DOI
10.3905/jpm.2024.1.593