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104 Resources for

asset allocation

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Asset Allocation: an investment strategy that distributes investments in a portfolio so as to achieve the highest investment return while minimizing risk. Such a strategy usually apportions...; Asset Allocation definition on BNET »

BNET Resources

What's Running Life Insurers' asset allocation Decisions? Regulation, Financial Rating, Owners/Manager Conflicts or Other Determinants?: This paper examines internal and external determinants that impact the asset allocation decisions of life insurance companies during the roaring 1990s and 2000. The paper also examines some dynamical aspects of these relationships. This industry is highly regulated in the USA and is subject to stringent asset allocation constraints. Within...; Tags: Asset management, Insurance, Investment, asset allocation, grade, asset, life insurance, bond, real estate, financial, stock, industry; White papers
Five Things to Know About asset allocation: This article discusses and gives information about Institutional Asset Management. With literally thousands of stocks, bonds, and mutual funds to choose from, picking the right investments can confuse even the most seasoned investor. However, starting to build a portfolio with stock picking might be the wrong approach. Instead, the investor...; Tags: Mutual funds, Retirement plans, Investment, Asset management, Investopedia, institutional asset management, mutual fund, bond, asset allocation, stock, investor, asset; White papers
The Best Mutual Funds in the World: As one has seen, for buy-and-hold investors, the most important factor that determines success is proper asset allocation. There are lots of places you can invest money and get an adequate return. But if one is parking money in one spot for a long time, one should find a great...; Tags: Asset management, Investment, About Inc., asset allocation, asset, volatility, mutual fund, equity; White papers
asset allocation and Mutual Funds: Asset allocation is the current rage of the mutual fund industry. In its simplest terms, asset allocation refers to the process of adjusting the relative proportion of different asset classes in an investment portfolio. Precisely because it is so popular, the merits of asset allocation tend to be accepted uncritically....; Tags: Asset management, Mutual funds, Investment, asset allocation, asset class, asset, volatility, mutual fund, allocation; White papers
Investment Basics: Balancing Your Portfolio 2: The process of balancing asset classes in a portfolio - determining what percentage should be placed in cash, what percentage in bonds and what percentage in stocks - is called asset allocation. The article tells that balanced portfolios contain assets allocated across a range of investments. Read on that how...; Tags: Asset management, Prudential Insurance Company of America, asset allocation, asset, investment, bond, stock; White papers

Initial Public Offerings: An asset allocation Perspective: This paper examines whether investors can improve their investment opportunity sets by adding an IPO Initial Public Offerings portfolio to a set of benchmark portfolios sorted by firm size and book-to-market ratio. Using U.S. IPOs from 1980-2002, it was found that adding a value-weighted IPO portfolio does lead to a...; Tags: Financial Planning, Investment, Asset management, IPO, ETF, investor, asset allocation, asset; White papers 2005-12-14
New asset allocation Recommendation Raises Bond Weighting: Bonds are subject to interest rate risk. When interest rates rise, bond prices fall; generally the longer a bond's maturity, the more sensitive it is to this risk. Bonds may also be subject to call risk, which allows the issuer to retain the right to redeem the debt, fully or...; Tags: Investment, Asset management, Citigroup Inc., bond, asset allocation, interest rate, asset, risk, sales; White papers 2005-08-01
Dynamic asset allocation With Benchmarking And Performance Constraints: The performance of mutual fund or pension fund managers is often evaluated by comparing the returns of managed portfolios with those of a benchmark, often defined from an index. As most portfolio managers use dynamic rules for rebalancing their portfolios, we use a dynamic framework to study the optimization of...; Tags: Performance management, George Washington University, asset allocation, pension fund, benchmarking, mutual fund, allocation, performance; White papers 2005-06-01
The Evolution of Risk and Reward Sharing in Retirement: Many have focused on the transition from a defined benefit DB system to one based on defined contribution DC plans, but the new topics receiving attention include regarding pension accounting and regulatory problems, asset allocation issues, and the need to consider health benefits along with retirement income security. In particular,...; Tags: Asset management, Benefits, University of Pennsylvania, defined contribution plan, health benefit, asset allocation, bankruptcy, health care, asset, benefit, security; White papers 2005-05-01
The Impact Of Illiquidity On The Asset Management Of Insurance Companies: This paper investigates the impact of illiquidity on insurance company asset allocation and selling strategy. The need for insurers to settle claims as they arise by making funds available immediately make insurers especially susceptible to the effects of transaction illiquidity. Using a simplified model of a risk neutral insurance company,...; Tags: asset allocation, insurance company, asset, insurance, strategy, asset management; White papers 2005-05-01
Risk Management and Pension Plan Choice in Japan: Financial characteristics of plan sponsors and defined benefit plans have been found to affect asset allocation decisions in investment management. This paper examines the influence of these factors on plan design and choices of plan types in Japan. The findings confirm that profit volatility, funding ratio, and pension plan size...; Tags: Asset management, Benefits, University of Pennsylvania, pension plan, Japan, benefit plan, asset allocation, asset, termination, volatility, risk management, financial, benefit; White papers 2004-11-19
Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities Versus Phased Withdrawal Plans: Using a range of data consistent with the German experience, the paper evaluates several alternative designs for phased withdrawal strategies, allowing for endogenous asset allocation patterns, and also allowing the worker to make decisions both about when to retire and when to switch to an annuity. The paper shows that...; Tags: Asset management, Investment, University of Pennsylvania, asset allocation, annuity, withdrawal, asset, capital market, worker, strategy; White papers 2004-11-02
The Interaction of Guarantees, Surplus Distribution, and asset allocation in With Profit Life Insurance Policies: Traditional life insurance policies in many markets are sold with minimum interest rate guarantees. In the case of a so-called cliquet style guarantee, the guaranteed return must be credited to the policyholder's account each year. Usually, life insurers try to provide this guaranteed rate of interest plus some stable surplus...; Tags: Asset management, Financial Planning, Insurance, policyholder, surplus, interest rate, asset allocation, life insurance, asset; White papers 2004-08-26
Achieving Optimal asset allocation: Asset allocation is a fundamental investing principle, because it helps investors maximize profits while minimizing risk. The different asset allocation strategies described above can help any investor do this regardless of their risk tolerance and investment goals. In turn, choosing an appropriate asset allocation strategy and conducting periodic reviews will...; Tags: Asset management, Investopedia, asset allocation, asset, investor; White papers 2004-06-15
Hedge Fund of Funds asset allocation: A Convergent and Divergent Strategy Approach: This article takes a different view of the hedge fund universe, classifying strategies as "convergent" or "divergent" in their orientation and thereby adding new meaning to the process of asset allocation. A convergent strategy is based on the notion that every security has an intrinsic value. Conversely, a divergent strategy...; Tags: Asset management, Investment, Financial services, asset allocation, hedge fund, strategy, asset, security; White papers 2004-06-14
Derivatives and Dynamic asset allocation in With-Profits Funds: Some Implications for Capital and Policyholder Returns: The focus of this paper is on managing equity market exposure in with-profits funds. Potential hedging strategies considered include collars, puts and dynamic equity allocation strategies, including CPPI - "Constant Proportion Portfolio Insurance". The use of derivatives by UK life insurers is subject to potentially significant constraints. The treatment of...; Tags: Financial services, derivatives, insurance company, equity, asset allocation, allocation, strategy; White papers 2004-06-15
Real Estate as a Surrogate for Bonds: A Dynamic asset allocation View: Twenty-five years of experience with high bond yields, combined with appreciation resulting from gradually declining interest rates, has produced an investor mind-set that bonds should occupy a major portion of a mixed-asset portfolio. However, that historical experience is not the norm. The long-term average bond return since 1926 is only...; Tags: Investment, bond, real estate, allocation, stock, interest rate; White papers 2004-04-20
Hedge Fund-of-Funds asset allocation Using a Convergent and Divergent Strategy Approach: Hedge fund asset allocation can be a challenging endeavor given the dearth of tools available to deal with the unique statistical characteristics of long and short strategies. From a top-down perspective, the hedge fund industry is classified into several substyle categories including long/short equity, market neutral equity, convertible bond arbitrage,...; Tags: Asset management, Investment, Financial services, State Street Corp., asset allocation, hedge fund, equity, asset, strategy, allocation, tool; White papers 2004-04-01
Optimal Life Cycle asset allocation: Understanding the Empirical Evidence: This paper shows that a life cycle model with realistically calibrated uninsurable labor income risk and moderate risk aversion can simultaneously match stock market participation rates and asset allocation decisions conditional on participation. The key ingredients of the model are Epstein-Zin preferences, a fixed stock market entry cost, and moderate...; Tags: Asset management, Investment, National Bureau of Economic Research, aversion, asset allocation, stock market, stock, asset, allocation, equity, income; White papers 2004-03-27
Tactical asset allocation: An Alternative Definition: The intention of this note is to emphasize the difficulties when an investor applies a myopic optimization framework in a stochastic and dynamic market environment. Moreover, to define tactical asset allocation, it does not simplify the strategic optimization problem along the time dimension. Instead, to contrast strategic asset allocation with...; Tags: Asset management, asset allocation, asset, income, environment; White papers 2004-03-16