Optimal Asset Allocation and SRI
Find your optimal portfolio 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!
smartAsset Allocation App
- Portfolio Selection
Markowitz, H. M. (1952). The Journal of Finance 7 (1):77-91.
- Liquidity preference as behavior towards risk
Tobin, J. (1958). The Review of Economic Studies 25 (2):65–86.
- Capital asset prices: A theory of market equilibrium under conditions of risk
Sharpe, W. F. (1964). Journal of Finance 19 (3):425–442.
- 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.
Momentum and Cross-Sectional Momentum is the phenomenon that investments which have performed well relative to their peers on average, continue to outperform,
and investments that have performed relatively poorly tend to continue to underperform.
The smartTrends Fund was launched in 2013 due to the profitable track record of the managed account.
The goal of the fund is to provide investors with global and sustainable investment opportunities based on robust economic research mainly from behavioral finance.
Please see first the
legal information and then the
smartTrends Fund information.
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
Jegadeesh, N., and S. Titman (1993). Journal of Finance 48 (1):65-91.
- Behavioral Finance and Market Anomalies: An Academic Review
Schoenhart, M. (2008). VDM, Saarbruecken.
- Fact, Fiction and Momentum Investing
Asness, C. S., Frazzini, A., Israel, R., and Moskowitz T.J. (2014). JPM 40 (5):75-92.