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Tactical Assets Allocation: Evidence from the Nigerian Banking Industry

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  • Adedoyin Isola Lawal

    (Landmark University)

Abstract

The core of portfolio selection theory centers on striking a balance between risk-return trade-off of a given investment layout so as to maximize benefits. Literature reveals that portfolio selection or asset allocation problems often involve the use of mathematical programming in propounding solution. This paper uses a blend of simultaneous equation and graphical approach to linear programming algorithm to help solve investors‘ problem in allocating assets among various alternatives when faced with problems associated with risk-return trade-off. We strongly suggest that practioners as well as policy makers use this approach to obtain optimal solution when faced with decision making given various investment alternatives.

Suggested Citation

  • Adedoyin Isola Lawal, 2014. "Tactical Assets Allocation: Evidence from the Nigerian Banking Industry," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 10(2), pages 193-204, April.
    • Handle: RePEc:dug:actaec:y:2014:i:2:p:193-204
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    File URL: http://journals.univ-danubius.ro/index.php/oeconomica/article/view/2204/2094
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    References listed on IDEAS

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    Cited by:

    1. Yusuf Olatunji Oyedeko & Olusola Segun Kolawole & Regina Samson & Olena Voloshyna, 2023. "Moderating Effect of Tactical Asset Allocation on the Risk-Return Relationship in the Nigerian Stock Market," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 83-91, June.

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