search query: @indexterm ASSET VALUATION / total: 357
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| Author: | Sharpe, W. F. |
| Title: | Integrated asset allocation. |
| Journal: | Financial Analysts' Journal
1987 : SEP/OCT, VOL. 43:5, p. 25-32 |
| Index terms: | ASSET VALUATION INVESTMENT ANALYSIS OPTIMIZATION FINANCIAL ANALYSIS ALLOCATION |
| Language: | eng |
| Abstract: | A review of the integrated asset allocation made by investors, the asset allocation procedures in current use, strategy, tactical and insurance approaches, the need to take on added net worth risk to increase expected net worth, the risk tolerance function and investor's risk tolerance, prices, earnings, dividends, an optimizer full scale quadratic programme to determine the most appropriate asset mix and the feed back via the investor's net worth and capital market conditions into the allocation procedure for the next period. |
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