Portfolio Construction and Investment
Browse more Portfolio Construction & Investment content
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.
From Strategic Asset Allocation to a Total Portfolio Mindset Description
With Roger Urwin, Global Head of Investment Content at Willis Towers Watson
Decoding CTA Allocations by Trend Horizon
By Eric Benhamou, PhD, Jean-Jacques Ohana, CFA, Béatrice Guez, and Thomas Jacquot, CFA
Adjusting for Risk Effects in Fixed Income Portfolios
By Gunther Hahn, CFA, Lars Rickenberg, and Desislava Vladimirova
Reframing Financial Markets as Complex Systems
By Genevieve Hayman, PhD and Raymond Ka-Kay Pang, PhD
Thematic Investing: A Risk-Based Perspective
By Emmanuel Candès, Trevor Hastie, Ked Hogan, Ronald N. Kahn, Robert Luo, and Asher Spector
Rethinking Portfolio Construction in a Globalized, Uncertain World
With Mark Anson, CFA
Asset Allocation Drift Due to Taxes
By William W. Jennings, CFA, and Brian C. Payne
The Performance of the 60/40 Portfolio: A Historical Perspective (Part 1)
By Nga Pham, CFA, Bei Cui, and Ummul Ruthbah