About this Lecture

This lecture instructs IMAC candidates on the diversification benefits and limitations of a multi-asset, multi-manager approach to portfolio construction including:

• whether adding more asset classes (indices) to a portfolio provides any diversification benefit, using domestic asset classes, global asset classes and alternative asset classes;
• whether the expansion of investment options to include domestic, global and alternative sub-asset classes improves the return/risk outcome of a portfolio; and,
• whether introducing active manageme...