Title

SAAM: The Strategic Asset Allocation Model

Authors

Judy Lewis, Washington University in St Louis
Todd Gamble, Washington University in St Louis
John Tai, Washington University in St Louis

Document Type

Technical Report

Publication Date

1991-02-01

Filename

WUCS-91-15.pdf

DOI:

10.7936/K7SN078D

Technical Report Number

WUCS-91-15

Abstract

Asset Allocation has become a dominant factor for investment strategies in recent years. It has found that by holding a strategically diversified portfolio, a high total return on investments can be maintained while, at the same time, reducing portfolio volatility. With recent federal regulations mandating pension investment responsibilities, appropriate asset allocation has become more important than ever. SAAM is a software package specifically designed to be used as a tool to aid the investment professional in determining pension portfolio allocations. SAAM uses the expect system shell CLIPS, has a user-friendly interface, displays output graphically, and runs within the confines of a 640K personal computer.

Comments

Permanent URL: http://dx.doi.org/10.7936/K7SN078D

Recommended Citation

Lewis, Judy; Gamble, Todd; and Tai, John, "SAAM: The Strategic Asset Allocation Model" Report Number: WUCS-91-15 (1991). All Computer Science and Engineering Research.
https://openscholarship.wustl.edu/cse_research/634