ASSET ALLOCATION - MANAGEMENT STYLE AND PERFORMANCE-MEASUREMENT

被引：541

作者：

SHARPE, WF ^{[1
]}

机构：

[1] WILLIAM F SHARPE ASSOCIATES,LOS ALTOS,CA 94022

来源：

JOURNAL OF PORTFOLIO MANAGEMENT | 1992年 / 18卷 / 02期

关键词：

D O I：

10.3905/jpm.1992.409394

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

An asset class factor model can help make order out of the chaos that often accompanies the asset allocation decision. It allows for a consistent view of investment decisions that investors make to economize on information flows and exploit comparative advantages. In this article, the author describes a style analysis procedure that allows such a model to be implemented economically.

引用

页码：7 / 19

页数：13