Asset allocation models: evolution and diversity – a systematic literature review
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| Publicado en: | Journal of Capital Markets Studies vol. 9, no. 2 (2025), p. 132 |
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| Publicado: |
Emerald Group Publishing Limited
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| Acceso en línea: | Citation/Abstract Full Text |
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| 001 | 3280765708 | ||
| 003 | UK-CbPIL | ||
| 022 | |a 2514-4774 | ||
| 024 | 7 | |a 10.1108/JCMS-05-2025-0067 |2 doi | |
| 035 | |a 3280765708 | ||
| 045 | 2 | |b d20250701 |b d20251231 | |
| 100 | 1 | |a Oliveira Filho, Bolivar Godinho de | |
| 245 | 1 | |a Asset allocation models: evolution and diversity – a systematic literature review | |
| 260 | |b Emerald Group Publishing Limited |c 2025 | ||
| 513 | |a Literature Review | ||
| 520 | 3 | |a Purpose This study aims to provide a comprehensive overview of asset allocation by conducting a systematic literature review and a bibliometric analysis. Design/methodology/approach Employing a Preferred Reporting Items for Systematic Reviews and Meta-Analyses-based methodology allows for rigorous mapping of the academic landscape. Findings An analysis of this topic reveals a significant increase in asset allocation research since 2013, driven by a growing focus on advanced modeling and risk metrics. This study identifies distinct research clusters, with topics such as behavioral finance and alternative assets gaining prominence in the literature. Furthermore, the most prolific authors on this topic are Zhang, WG, and Zhou, XY. Research limitations/implications This review contributes to a more comprehensive understanding of this field by delineating the evolution and diversity of asset allocation models. The limitations of this study are the potential publication bias (English/Scopus/WoS selection) and the dynamic nature of asset allocation models, especially in the current dynamic environment. Practical implications Asset and risk managers must keep up with ongoing innovations to apply their knowledge and create value for investors. The study's findings highlight critical research gaps related to the practical application of advanced models, particularly in the context of environmental, social and governance investing and sustainable portfolio construction. Social implications The management of third-party resources impacts society because of the substantial resources and participation in pension plans and investment funds. Originality/value By combining a systematic literature review with bibliometric analysis, this study offers a unique and transparent framework for understanding the evolution and diversity of asset allocation models. | |
| 653 | |a Management decisions | ||
| 653 | |a Computer science | ||
| 653 | |a Bibliometrics | ||
| 653 | |a Trends | ||
| 653 | |a Optimization | ||
| 653 | |a Interdisciplinary aspects | ||
| 653 | |a Databases | ||
| 653 | |a Linear programming | ||
| 653 | |a Asset allocation | ||
| 653 | |a International finance | ||
| 653 | |a Capital assets | ||
| 653 | |a Portfolio investments | ||
| 653 | |a Systematic review | ||
| 653 | |a Social sciences | ||
| 653 | |a Asset management | ||
| 653 | |a Portfolio management | ||
| 700 | 1 | |a Poker Junior, Johan Hendrick | |
| 773 | 0 | |t Journal of Capital Markets Studies |g vol. 9, no. 2 (2025), p. 132 | |
| 786 | 0 | |d ProQuest |t ABI/INFORM Global | |
| 856 | 4 | 1 | |3 Citation/Abstract |u https://www.proquest.com/docview/3280765708/abstract/embedded/2AXJIZYYTBW5RQEH?source=fedsrch |
| 856 | 4 | 0 | |3 Full Text |u https://www.proquest.com/docview/3280765708/fulltext/embedded/2AXJIZYYTBW5RQEH?source=fedsrch |