About this Lecture

This lecture argues that a diversified portfolio of core fixed income securities is an essential component of an optimal multi-asset portfolio. It explores why a fundamental philosophy, building on a myriad of active macro and micro decisions, is necessary to successfully deliver a consistent stream of uncorrelated returns in the complex fixed income asset class. By the end of this lecture, you will have determined whether you agree with this philosophy, and if not, where your own philosophy differs.
- Chapter 1: Introduction - the market and philosophy
- Chapter 2: F...