Talk:Asset Allocation

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[edit] Plan

Asset allocation is an important part of investing, and thus a wikibook on the topic should have both instruction and data. Numerous authors have written on the subject (Rick Ferri, William Bernstein, etc.) and citing their recommendations should be fine. Additionally, a large data set should be present here: historical prices and returns for a variety of asset classes, including the stock market, certain components of the stock market (SV, etc.), real estate, international stocks (from various regions), treasuries, bond market, high yield bonds, inflation protected securities, etc. From this data we should have rolling correlation values between all asset classes. I'm suggesting a working plan as follows:

• Introduction (cite studies showing the power of AA)
• General information on asset classes and role in a portfolio (i.e. return/risk/correlation, not how each one "works")
  • Domestic stocks
  • International stocks
  • Real estate (including REITS)
  • Government bonds
  • Investment-grade bonds
  • High-yield bonds
  • Precious metals
• Suggested portfolios (based on various factors)
  • Risk tolerance
• Appendices
  • Raw data for all asset classes
  • Correlation and return graphs/tables

Feel free to propose changes/discuss. --Spangineer 21:02, 18 July 2006 (UTC)

[edit] Raw data sources

Looking for these so that tables can be constructed for return and correlations. So far I've got [1]; it looks pretty solid. I'm planning to create charts and compare them to previously published charts to ensure their quality, and once that's done, add them here to appropriate pages. --Spangineer^wp (háblame) 15:16, 1 August 2006 (UTC)

More links: [2] and especially [3] (French).