Does Asset Allocation Policy Explain 40, 90, 100 Percent of Performance?

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Roger G. Ibbotson ; Paul D. Kaplan (2001)
  • Subject:
    • jel: jel:G11

Does asset allocation policy explain 40 percent, 90 percent, or 100 percent of performance? According to some well-known studies, more than 90 percent of the variability of a typical plan sponsor's performance over time is attributable to asset allocation. However, few ... View more
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