Asset Allocation and Portfolio Construction Techniques in Designing the Performance-Seeking Portfolio
Published Online: 15 DEC 2012
Copyright © 2013 by Frank J. Fabozzi. All rights reserved.
Encyclopedia of Financial Models
How to Cite
Amenc, N., Goltz, F., Martellini, L. and Retkowsky, P. 2012. Asset Allocation and Portfolio Construction Techniques in Designing the Performance-Seeking Portfolio. Encyclopedia of Financial Models. .
- Published Online: 15 DEC 2012
Meeting the challenges of modern investment practice involves the design of novel forms of investment solutions, as opposed to investment products customized to meet investors’ expectations. These new forms of investment solutions rely on the use of improved, more efficient performance-seeking portfolio and liability-hedging portfolio building blocks, as well as on the use of improved dynamic allocation strategies. Understanding the conceptual and technical challenges involved in the design of improved benchmarks for the performance-seeking portfolio is critical.
- liability-driven investment;
- liability-hedging portfolio;
- performance-seeking portfolio;
- building blocks for asset allocation