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Economics / Diversification / Asset allocation / Modern portfolio theory / Portfolio optimization / Exchange-traded fund / Financial risk / Hedge fund / Portfolio / Financial economics / Investment / Finance


How should private investors diversify? - An empirical evaluation of alternative asset allocation policies to construct a “world market portfolio” Heiko Jacobs, Sebastian M¨ uller and Martin Weber∗ May 25, 2010
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Document Date: 2012-05-28 19:31:43

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City

Markowitz / Mannheim / /

Company

MSCI North America / Thomson Reuters / Goldman Sachs / /

Country

United States / /

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Facility

University of Mannheim / /

IndustryTerm

real estate / gross domestic product / web-site / passive products / bank / agricultural products / energy products / real estate risk / /

MarketIndex

JPM Global Bond / S&P GSCI Commodity Total Return / ML European Monetary Union / MSCI World / /

Organization

World Bank / International Monetary Fund / G7 / German Finance Association / European monetary union / University of Mannheim / Deutsche Bundesbank / /

Person

Olaf Scherf / Volker Vonhoff / Erdal Talay / Heiko Jacobs / Andreas Dzemski / Martin Weber / /

Position

private investor / /

Product

Datastream / /

ProgrammingLanguage

L / /

Technology

alpha / /

URL

http /

SocialTag