Asset allocation : an analytical approach.

• Main Author: Tan, Peter.
• Other Authors: Lim, Yan Chin
• Format: Theses and Dissertations
• Language: English
• Published: 2009
• Subjects: DRNTU::Business::Finance::Assets
• Online Access: http://hdl.handle.net/10356/20048
• Institution: Nanyang Technological University

Maximization of risk adjusted return is ephemeral, and the continual challenge is to ascertain a suitable asset allocation. Portfolio manager is always faced with the dilemma of tailoring a customer's portfolio and the dynamic change in the financial arena. This has been further complicated by...