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.
Home Bias: The Hidden Cost of Staying Close to Home
By Fabricio Oliveira, CFA
Demographics and Technology
By Maria Vassalou - A New Frontier of Investment Opportunities at the Crossroads of Population Change and Technological Innovation
When the Equity Premium Was New: How the Baleful Impact of Deflation Eluded E. L. Smith
By Edward F. McQuarrie
The Fallacy of Concentration
By Mark P. Kritzman,CFA and David Turkington,CFA
Shape Portfolio Losses with Derivatives
By Bruno Luiz Buriozzi, CFA
Geopolitical Risk and Portfolio Oversight
By Thierry Gilgen and Victor Okoroafor
From Strategic Asset Allocation to a Total Portfolio Mindset Description
With Roger Urwin, Global Head of Investment Content at Willis Towers Watson
Reframing Financial Markets as Complex Systems
By Genevieve Hayman, PhD and Raymond Ka-Kay Pang, PhD