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.
Rethinking Risk, Fear, and the Future of Asset Pricing
With Rob Arnott
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
Mind the Inflation Gap: Hedging with Real Assets
By David Blanchett, PhD, CFA, and Jeremy Stempien
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
Safe Equities: An Alternative Allocation to Bonds
By Stephen Penman, and Julie Zhu