If we accept for a moment a world in which modern portfolio theory holds true, then each of our clients should maintain a portfolio positioned somewhere along the efficient frontier. Such a portfolio ...

Portfolio construction techniques based on predicted risk, without expected returns, have become quite popular within the last couple of years. Especially on Seeking Alpha, great articles have been ...

This focused session discusses factor misalignment in portfolios construction, specifically around how it occurs when mean-variance optimization is performed on an alpha factor that is not contained ...

With the classic 60/40 portfolio now under pressure, liquid alternatives may offer investors a smarter way to diversify in ...

Most investors chase returns and ignore risk. Learn how to use beta, volatility targeting, and tail-risk hedges to build an ...

Markets have entered a different kind of environment. Inflation is no longer anchored where it once was. The idea of building a traditional strategic asset allocation, defined asset class buckets, ...

Advisors must juggle short- and long-term considerations when they make changes to their clients’ asset allocations. They have support for this process in the form of research from home offices and ...

Now that self-directed investors can trade for free and buy fractional shares, they are no longer dependent on mutual fund managers or ETF providers to construct portfolios for them. Figure 1 shows ...

The expected comeback of the 60/40 portfolio in the first half of 2023 has taken a pause as stock and bond returns face the pressure of higher yields. Continued macroeconomic uncertainty threatens to ...

“Do yourself a favor: Go open a digital advice account,” Scott Welch, chief investment strategist at Dynasty Financial Partners, challenged advisors at IMCA’s (Investment Management Consultants ...

Diversification is key in investing. Learn how to build a diversified multi-asset ETF portfolio using a simple framework designed to perform across different market environments.

Constructing a portfolio for a new VC fund is a complex process that involves a variety of factors From the size of the fund to the targeted net return, each element plays an important role in ...