smart Asset Allocation App

Find your optimal portfolio asset allocation by selecting investments from the most liquid global asset classes.
Learn about the implied risks and experience how social responsible investing (SRI) is impacting on the resulting efficient frontier.
The smart Asset Allocation App puts portfolio theory into practice. All charts and tables are interactive and will immediately react to your input. Curiosity is bliss!
smart Asset Allocation App

References

  • Portfolio Selection
    Markowitz, H. M. (1952). The Journal of Finance 7 (1):77-91. PDF

  • Liquidity preference as behavior towards risk
    Tobin, J. (1958). The Review of Economic Studies 25 (2):65–86. PDF

  • Capital asset prices: A theory of market equilibrium under conditions of risk
    Sharpe, W. F. (1964). Journal of Finance 19 (3):425–442. PDF

  • The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
    Lintner, J. (1965). The Review of Economics and Statistics 47 (1):13–39. PDF