# name
Proportionality between allocations in asset management

# metadata.dc.description.abstract[].value
Asset allocation refers to deciding the optimal participation of each asset within a portfolio. Therefore, these participations are a composition, and compositional methods should be used to treat the data and perform analysis over it. When trying to find relationships between parts of a composition, proportions have shown to be more suitable than correlations. In this paper, using a previous proportionality index as starting point, two new indexes are proposed and all of them are used to analyze the asset allocation in a portfolio composed of five stocks from the IBEX 35 (the Spanish stock market index). Results shed light on the connection between volatility, allocations and their proportionality.

# metadata.dc.publisher[].value
Universitat de Barcelona. Facultat d'Economia i Empresa

# metadata.dc.rights[].value
cc-by-nc-nd, (c) Vega Baquero et al., 2026

# metadata.dc.source[].value
Documents de treball (Institut de Recerca en Economia Aplicada Regional i Pública (IREA))

# metadata.dc.title[].value
Proportionality between allocations in asset management