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Multi-asset Portfolio Strategies

In: Fundamentals of Institutional Asset Management

Author

Listed:
  • Frank J. Fabozzi
  • Francesco A. Fabozzi

Abstract

At one time, a popular strategy for achieving diversification was a balanced fund strategy with the objective of income and capital appreciation. This strategy, offered to investors in the form of a mutual fund, invests in US equities and US bonds. The key in a balanced fund strategy — also referred to as a hybrid fund strategy and an allocation fund strategy — is the allocation among these two asset classes. In this strategy, the fund manager has a target allocation, the “stock/bond mix”. Morningstar classifies balanced funds into five categories according to a fund’s percentage of equities: (1) 15% to 30%, (2) 30% to 50%, (3) 50% to 70%, (4) 70% to 85%, and (5) 85%+…

Suggested Citation

  • Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Multi-asset Portfolio Strategies," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 19, pages 555-568, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811221590_0019
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    More about this item

    Keywords

    Investment Risks; Investment Vehicles; Portfolio Theory; Asset Pricing Theory; Mean-Variance Analysis; Measuring Return; Measuring Risk; Company Equity Analysis; Equity Valuation Models; Common Stock Alpha Strategies; Common Stock Beta Strategies; Smart Beta Strategies; Factor Investing; Equity Indexing; Equity Derivatives; Bond Analytics; Bond Pricing; Interest Rate Risk; Duration; Interest Rate Derivatives; Credit Derivatives; Multi-Asset Portfolio Strategies; Collective Investment Vehicles; Alternative Assets;
    All these keywords.

    JEL classification:

    • G3 - Financial Economics - - Corporate Finance and Governance
    • G30 - Financial Economics - - Corporate Finance and Governance - - - General
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G1 - Financial Economics - - General Financial Markets

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