IDEAS home Printed from https://ideas.repec.org/a/eee/finser/v10y2001i1-4p101-116.html
   My bibliography  Save this article

The fallacy of cookie cutter asset allocation: some evidence from "New York's College Savings Program"

Author

Listed:
  • Spitzer, John J.
  • Singh, Sandeep

Abstract

No abstract is available for this item.

Suggested Citation

  • Spitzer, John J. & Singh, Sandeep, 2001. "The fallacy of cookie cutter asset allocation: some evidence from "New York's College Savings Program"," Financial Services Review, Elsevier, vol. 10(1-4), pages 101-116.
    • Handle: RePEc:eee:finser:v:10:y:2001:i:1-4:p:101-116
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S1057-0810(01)00079-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Canner, Niko & Mankiw, N Gregory & Weil, David N, 1997. "An Asset Allocation Puzzle," American Economic Review, American Economic Association, vol. 87(1), pages 181-191, March.
    2. Elton, Edwin J. & Gruber, Martin J., 2000. "The Rationality of Asset Allocation Recommendations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(1), pages 27-41, March.
    3. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ramon P. DeGennaro, 2003. "Asset allocation and section 529 plans," FRB Atlanta Working Paper 2003-1, Federal Reserve Bank of Atlanta.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara, 2006. "Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle," Cahiers de recherche 0635, CIRPEE.
    2. Chakroun, Oussama & Dionne, Georges & Dugas-Sampara, Amélie, 2008. "Empirical evaluation of the asset-allocation puzzle," Economics Letters, Elsevier, vol. 100(2), pages 304-307, August.
    3. Hui-Ju Tsai & Yangru Wu, 2015. "Optimal portfolio choice with asset return predictability and nontradable labor income," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 215-249, July.
    4. Olson, Dennis & Bley, Jorg, 2008. "Asset allocation with differential borrowing and lending rates," International Review of Economics & Finance, Elsevier, vol. 17(4), pages 629-643, October.
    5. Glenn W. Boyle & Graeme A. Guthrie, 2005. "Human Capital and Popular Investment Advice," Review of Finance, European Finance Association, vol. 9(2), pages 139-164.
    6. Koren Miklós & Szeidl Ádám, 2002. "Portfolio Choice with Illiquid Assets," Rajk László Szakkollégium Working Papers 6, Rajk László College.
    7. Boyle, Glenn & Guthrie, Graeme, 2005. "Human Capital and Popular Investment Advice," Working Paper Series 18962, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    8. Ahmad Telfah, "undated". "" Do Financial Planners Take Financial Crashes In Their Advice: Dynamic Asset Allocation Under Thick Tails And Fast Volatility Updating," API-Working Paper Series 0604, Arab Planning Institute - Kuwait, Information Center.
    9. repec:vuw:vuwscr:18962 is not listed on IDEAS
    10. Ahmad Telfah, "undated". "Strategic Asset Allocation in Stochastic Environment And Incomplete Markets: Evidence on Horizon And Hedging Effects," API-Working Paper Series 0603, Arab Planning Institute - Kuwait, Information Center.
    11. Munk, Claus & Sorensen, Carsten & Nygaard Vinther, Tina, 2004. "Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistent with rational behavior?," International Review of Economics & Finance, Elsevier, vol. 13(2), pages 141-166.
    12. Kevin C. H. Chiang & Xiyu (Thomas) Zhou, 2009. "Do aggressive funds reallocate their portfolios aggressively?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(3), pages 481-503, September.
    13. Munk, Claus & Sørensen, Carsten & Vinther, Tina Nygaard, 2001. "Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior?," Working Papers 2001-6, Copenhagen Business School, Department of Finance.
    14. Weinbaum, David, 2005. "Subsistence consumption, habit formation and the demand for long-term bonds," Journal of Economics and Business, Elsevier, vol. 57(4), pages 273-287.
    15. Hillebrand, Eric & Schnabl, Gunther & Ulu, Yasemin, 2009. "Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 490-505, July.
    16. Anikó Bíró, 2013. "Subjective mortality hazard shocks and the adjustment of consumption expenditures," Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(4), pages 1379-1408, October.
    17. Zanini, Fabio C. & Irwin, Scott H. & Schnitkey, Gary D. & Sherrick, Bruce J., 2000. "Estimating Farm-Level Yield Distributions For Corn And Soybeans In Illinois," 2000 Annual meeting, July 30-August 2, Tampa, FL 21720, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    18. Giuseppe Croce & Emanuela Ghignoni, 2011. "Overeducation and spatial flexibility in Italian local labour markets," Working Papers in Public Economics 145, Department of Economics and Law, Sapienza University of Roma.
    19. Chasco, Coro & López, Ana María & Guillain, Rachel, 2008. "The non-stationary influence of geography on the spatial agglomeration of production in the EU," MPRA Paper 10737, University Library of Munich, Germany.
    20. Davidson, Russell & Flachaire, Emmanuel, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Journal of Econometrics, Elsevier, vol. 141(1), pages 141-166, November.
    21. Darrian Collins & Clem Tisdell, 2004. "Outbound Business Travel Depends on Business Returns: Australian Evidence," Australian Economic Papers, Wiley Blackwell, vol. 43(2), pages 192-207, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:finser:v:10:y:2001:i:1-4:p:101-116. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.rmi.gsu.edu/FSR/FSRhome.htm .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.