Читать книгу Asset Allocation - William Kinlaw, Mark P. Kritzman - Страница 12

 The composition of an asset class should be stable.

 The components of an asset class should be directly investable.

 The components of an asset class should be similar to each other.

 An asset class should be dissimilar from other asset classes in the port- folio as well as combinations of other asset classes.

 The addition of an asset class to a portfolio should raise its expected utility.

 An asset class should not require selection skill to identify managers within the asset class.

 An asset class should have the capacity to absorb a meaningful fraction of a portfolio cost-effectively.