International Journal on Science and Technology

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Volume 17 Issue 1
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Asset Allocation in Financial Management: A Theoretical Analysis of Risk, Return, and Portfolio Optimization

Author(s) Dr. MUHAMMED NOUFAL K, Dr. VINESH OTTUPARAMMAL
Country India
Abstract Asset allocation is a foundational concept in finance that determines how investment capital is distributed across different asset classes to balance risk and return. It plays a critical role in portfolio construction, long-term wealth creation, and financial stability for individual and institutional investors. This theoretical article examines asset allocation from classical and contemporary financial perspectives, drawing on portfolio theory, behavioral finance, and strategic investment frameworks. The study explores the theoretical foundations of asset allocation, including risk–return trade-offs, diversification benefits, and the role of investor objectives and constraints. It further analyzes strategic, tactical, and dynamic asset allocation approaches, highlighting their relevance under varying market conditions. By synthesizing existing literature, the paper conceptualizes asset allocation as a dynamic decision-making process influenced by economic cycles, market efficiency, and investor behavior. The article contributes to finance literature by providing an integrated theoretical understanding of asset allocation and identifying directions for future empirical research and practical application in portfolio management.
Keywords Asset Allocation, Portfolio Theory, Risk-Return Trade-off, Diversification, Investment Strategy
Field Business Administration
Published In Volume 17, Issue 1, January-March 2026
Published On 2026-02-01
DOI https://doi.org/10.71097/IJSAT.v17.i1.10271
Short DOI https://doi.org/hbm8bd
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