ScriptableObject Factory - a Helper editor extension for Unity
unity scriptableobject editor extension helper open-source opensource scripting c#
The editor does not have any out-of-the-box option for doing so, and you have to do that manually in code for every type of object you define.
I have posted a new entry on my blog, containing a generic solution for this issue - an editor extension that will allow you to easily create ScriptableObject instances of any kind directly from the editor.
Please check out the post here - http://www.tallior.com/2014/08/06/unity-scriptableobject-factory/
Let me know if you find it helpful !