Does asset allocation policy explain 40, 90, or 100 percent of performance?
Ibbotson (2000)
- Authors
- R.G. Ibbotson, P.D. Kaplan
- Year
- 2000
- Published in
- Financial Analysts Journal
- Ibbotson, R.G. and Kaplan, P.D. (2000) ‘Does asset allocation policy explain 40, 90, or 100 percent of performance?’, Financial Analysts Journal, 56(1), pp. 26–33.doi:10.2469/faj.v56.n1.2327DOI checked against doi.org