Asset Allocation Model

  • Philipp M. Becker


In this chapter, an asset allocation model is derived. Firstly, an optimization including several asset classes is performed. Secondly, microfinance debt is introduced into the asset allocation framework with input parameters derived from a quantitative analysis of the past. Thirdly, the qualitative assessment of the scenario process microfinance provides forward-looking return, risk and correlation estimates for the asset allocation framework. Finally, the results are compared and microfinance investment advices for different investor types proposed.


Hedge Fund Private Equity Government Bond Asset Allocation Asset Class 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Gabler Verlag | Springer Fachmedien Wiesbaden GmbH 2010

Authors and Affiliations

  • Philipp M. Becker

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