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.
Enterprising Investor
Net Worth Optimization: A New Era of Personalized Risk Optimization
By Thomas M. Idzorek, CFA
Financial Analysts Journal
Asset Allocation Drift Due to Taxes
By William W. Jennings, CFA, and Brian C. Payne
Podcast
The Future of the 60/40 Allocation (Part 2)
By Bei Cui, Nga Pham, CFA, and Ummul Ruthbah
Research Report
The Performance of the 60/40 Portfolio: A Historical Perspective (Part 1)
By Nga Pham, CFA, Bei Cui, and Ummul Ruthbah
Financial Analyst Journal
Safe Equities: An Alternative Allocation to Bonds
By Stephen Penman, and Julie Zhu
Video
Conversations with Frank Fabozzi, CFA, Featuring Jason Hsu
Research Foundation
Beyond Active and Passive Investing: The Customization of Finance
By Marc R. Reinganum, and Kenneth A. Blay
Podcast