Chapter

Asset Allocation and Portfolio Construction Techniques in Designing the Performance-Seeking Portfolio

Asset Allocation

  1. Noël Amenc PhD1,
  2. Felix Goltz PhD2,
  3. Lionel Martellini PhD3,
  4. Patrice Retkowsky4

Published Online: 15 DEC 2012

DOI: 10.1002/9781118182635.efm0005

Encyclopedia of Financial Models

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. .

Author Information

  1. 1

    Professor of Finance, EDHEC Business School, Director, EDHEC-Risk Institute

  2. 2

    Head of Applied Research, EDHEC-Risk Institute

  3. 3

    Professor of Finance, EDHEC Business School, Scientific Director, EDHEC-Risk Institute

  4. 4

    Senior Research Engineer, EDHEC-Risk Institute

Publication History

  1. Published Online: 15 DEC 2012

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