An optimal model for asset allocation between bonds and equities.

• Main Authors: Chee, Su Ling., Tan, George Choy Sin., Toh, Soo Fun.
• Other Authors: Ho, Kim Wai
• Format: Theses and Dissertations
• Language: English
• Published: 2008
• Subjects: DRNTU::Business::Finance::Asset allocation
• Online Access: http://hdl.handle.net/10356/7929
• Institution: Nanyang Technological University

This paper adopts a holistic approach towards asset allocation by combining the Markowitz portfolio theory.