---
title: CAPM for Strategic Asset Allocation
url: https://www.ml-quant.com/papers/ssrn/5195661/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5195661
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5195661
featured: 2025-04-02
citations: unknown
topic: Portfolio & Allocation
---


# CAPM for Strategic Asset Allocation

The paper challenges the standard 50/50 equities and bonds allocation in global passive portfolios, suggesting a CAPM strategic asset allocation portfolio performs slightly better.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5195661
- Identifier: SSRN 5195661
- Released: 2025-03-27
- First featured: Quant Letter No. 91 (2025-04-02): https://www.ml-quant.com/issues/2025-04-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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