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.

smartAsset Allocation

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

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

Momentum

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.

smartTrends Fund

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.

References

  • 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. PDF

  • Behavioral Finance and Market Anomalies: An Academic Review
    Schoenhart, M. (2008). VDM, Saarbruecken. Amazon

  • Fact, Fiction and Momentum Investing
    Asness, C. S., Frazzini, A., Israel, R., and Moskowitz T.J. (2014). JPM 40 (5):75-92. PDF