
Portfolio Construction and Investment

Portfolio Construction and Investment
Portfolio construction is a critical component of the investment management process. The theory and practice of constructing portfolios has evolved considerably since the 1950s when Harry Markowitz introduced Modern Portfolio Theory. On this page, we explore the latest trends in portfolio construction encompassing both fundamental and systematic investment strategies. Asset allocation, diversification, benchmarking, investment risk, and new tools and asset classes are among the core subjects.

Beyond Fama-French Factors: Alpha from Short-Term Signals

Machine Learning and Data Science Applications in Investments

Does Bond Market Data Yield Equity Alpha?

Why Equity Factors? A 4×4 Goal-Based Perspective

Factor-Targeted Asset Allocation: A Reverse Optimization Approach

Personalized Multiple Account Portfolio Optimization

Factor Replication with Industry Stratification
