Using risk factors in evaluating investments in the portfolio construction process can provide valuable information about the true drivers of performance.

There's some evidence that some managers can add (relatively) consistent value net of costs. Can we (or anyone) identify them?

Are the human and organisational barriers to being better investors insurmountable, or can we learn and improve our decision-making?

Typically, MPT has focused solely on how to invest within classes, not amongst them. But MPT continues to evolve.

Recorded at the recent Symposium 2014, this session examined the truth as to whether regulation makes markets more efficient or causes markets to produce lower returns.

In the wake of the GFC, the public's belief in the free market has taken a battering. But for all its flaws, capitalism remains the best way of creating prosperity.

This paper and presentation provide an introduction to the risk tolerance paradox, exploring the main reason it exists, and introducing risk management strategies that seek to solve the problem.

This paper and presentation argue that there are real sign-posts that clearly suggest that the US is off its knees and ready to surprise the world on the upside, with significant implications for markets and portfolios.

This paper and presentation argue that the bond market can offer compensation against rising rates through roll down and active management of forwards.

Central banks must complete the Great Unwind – removing ultra-easy monetary policies. The critical period for markets will come when the Fed lifts short-term rates (probably, but not necessarily, after tapering ends).

The majority of the world will see an improvement in economic growth this year. While equities remain the most attractive asset class, they will need a more nimble approach.

Graham Rich opened Symposium 2014 in his usual thought-provoking (and entertaining) way, highlighting key issues to consider over the jam-packed, marathon program.

The US is undeniably the critical market within the global economy - and there are real sign-posts that clearly suggest it is ready to surprise the world on the upside.

If you were lending somebody money, would you lend them more money just because they had more debt? If you are investing according to a debt-weighted benchmark, that is exactly what you are doing.

While it is well established that equity valuations impact medium-term equity returns. It is less well known that starting period equity valuations also impact medium-term equity volatility and bond-equity correlations.

Understanding what is going on under the bonnet at central banks is key to understanding what will drive markets – and therefore how to best position portfolios.

Faced with the prospect of rising yields, some investors are cutting bond allocations. But the bond market can offer compensation against rising rates.

Our Forum Fodder NZ e-newsletter alerts Members to what's new on PortfolioConstruction.com.au and live progams.

Our Forum Fodder e-newsletter alerts Members to what's new on PortfolioConstruction.com.au and live progams. Disruption is an unplanned theme in this week's Fodder with Mohamed El-Erian & Dominic McCormick

There is huge variety in retirement income strategies. This paper introduces "longevity risk aversion" and its impact on safe withdrawal rates.