CAPM for Strategic Asset Allocation
The paper challenges the standard 50/50 equities and bonds allocation in global passive portfolios, suggesting a CAPM strategic asset allocation portfolio performs slightly better.
Featured in No. 91 on 2 Apr 2025 · 6 days after release
- Released
- 27 Mar 2025
- First featured
- No. 91 · 2 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5195661
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).