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The contribution of asset allocation policy to portfolio performance

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Authors and Affiliations

  1. Department of Finance, University of Basel, Holbeinstrasse 12, CH-4051, Basel, Switzerland

    Wolfgang Drobetz (Assistant Professor of Finance)

  2. University of St. Gallen, Switzerland

    Friederike Köhler (Master's Student)

Authors
  1. Wolfgang Drobetz
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  2. Friederike Köhler
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Correspondence to Wolfgang Drobetz.

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Drobetz, W., Köhler, F. The contribution of asset allocation policy to portfolio performance. Fin Mkts Portfolio Mgmt 16, 219–233 (2002). https://doi.org/10.1007/s11408-002-0205-8

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