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.
Backtests, Causality, and Model Risk in Quantitative Investing
By Igor Oliveria
Geopolitical Risk and Portfolio Oversight
By Thierry Gilgen and Victor Okoroafor
Rethinking Household Asset Allocation Under Capital Constraints
By Ken Chen CFA
From Strategic Asset Allocation to a Total Portfolio Mindset Description
With Roger Urwin, Global Head of Investment Content at Willis Towers Watson
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
The Performance of the 60/40 Portfolio: A Historical Perspective (Part 1)
By Nga Pham, CFA, Bei Cui, and Ummul Ruthbah