Asset allocation has become a significant component in the investment management process and increasingly sophisticated methods are being developed and used. This work not only provides a comprehensive survey of contemporary thinking, but builds on the current framework.
Highlights include:
Distinction between active and passive investment policy
Principles of asset allocation decisions
International components of the general framework
Quantitative versus "human" factors in portfolio construction Это и многое другое вы найдете в книге The New Science of Asset Allocation (Warren E. Bitters)