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We've listed herein a mix of good articles from the popular press (intended for lay people) and highly technical academic papers.Hopefully, these materials will elucidate more than they confuse.Many more finely defined sub-asset allocations are also common.
Unfortunately, there is only one thing we know for certain about those inputs, whatever they might be: they are wrong.
We don't know how wrong they are or whether they overstate or understate the future, but we are 100% certain that they are wrong.
Here's the outstanding book where they elaborate in depth on this idea.
This was the paper which revolutionized portfolio construction by emphasizing the importance of asset allocation.
This outstanding paper discusses the idea of spreading one's stock exposure more evenly across their lifetime, which should then reduce the riskiness surrounding the ending wealth.
Here's an excellent website where the authors discuss this idea.
The paper concludes that each might be most appropriate in certain market conditions or for certain clients.
We believe that the constant-mix strategy is most appropriate for most individual investors in that it controls the amount of risk in the portfolio.
In general, we do not agree with the 100% stock asset allocation recommendation except in cases where there is a very high willingness and ability to tolerate risk. Riepe, "The Role of Asset Allocation in Portfolio Management," Ibbotson Associates (40kb). This paper also appeared in Global Asset Allocation: Techniques for Optimizing Portfolio Management (John Wiley & Sons, 1994).
This study reviews and revises the Brinson studies above. The full article appeared in Financial Analysts Journal, January/February 2000 (244kb). This excellent article puts Monte Carlo simulations into perspective.
This paper studies the relative efficacy of various asset classes as inflation hedges.Tags: Adult Dating, affair dating, sex dating