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The articles listed below are not an exhaustive list of leading academic journals, but rather are a collection of some of the more prominent articles I have had the pleasure of reading, and will provide support to some of my views. Consider this a starting point for any budding researcher. Hopefully this collection of articles will save you many hours of searching the internet. All of these articles form part of the public domain, and are freely available.
 

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Ibbotson, R.G. and Kaplan, P.D. (2000), ‘Does Asset Allocation Policy Explain 40, 90 or 100 Percent of Performance?’,
Financial Analysts Journal, January/February 2000, pp. 26 – 33.
Brinson, G.P., Hood, R. L. and Beebower, G.L. (1986), ‘Determinants of Portfolio Performance’,
Financial Analysts Journal, July/August 1986, pp. 133 – 138.
Ibbotson, R.G. (2000), The True Impact of Asset Allocation on Returns,
Ibbotson Associates.
Kirzner, E. (2000), Fact and Fantasy in Index Investing,
Rotman School of Management, University of Toronto.
Fama, E.F. and French, K.R. (1988), ‘Permanent and Temporary Components of Stock Prices’,
Journal of Political Economy, Volume 96, Issue 2 (April 1988), pp. 246 – 273.
Fama, E.F. (1995), ‘Random Walks in Stock Market Prices’, Financial Analysts Journal, January – February 1995, pp. 75 – 80. Reprinted from Fama, E.F. (1965), ‘Random Walks in Stock Market Prices’,
Financial Analysts Journal, September - October 1965, pp. 55 – 59.
Loeper, D.B. (2001), ‘Asset Allocation Math, Methods and Mistakes’,
Wealthcare Capital Management, June 2001, pp. 1 - 10.
Statman, M. (2001), ‘How important is asset allocation?’,
Journal of Asset Management, Vol. 2, No. 2, pp. 128 - 135.
Markowitz, H.M. (1952), ‘Portfolio Selection’,
The Journal of Finance, Vol. VII, No. 1, pp. 77 - 91.
Rusconi, R. (2004), Costs of Saving for Retirement: Options for South Africa,
Actuarial Society of South Africa Convention, October 2004.
Fama, E. F. and French, K.R. (1992), ‘The Cross-Section of Expected Stock Returns’,
Journal of Finance, June 1992, pp. 427 - 465.
Pawley, M.G. (2006), ‘The Impact of Survivorship Bias on South African Unit Trust Performance: 1972 - 2004’,
Investment Analysts Journal, No. 64, November 2006, pp. 21 - 26.
     
 

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