This Due Diligence Forum Research Paper and Presentation from PortfolioConstruction Conference 2009 argues that there is no need to change your investment approach in a post bubble world, and that the basics of sound long-term investing remain unchanged...

This Due Diligence Forum Research Paper and Presentation from PortfolioConstruction Conference 2009 identifies the secular trends found in stronger emerging markets and how to access it, and presents data showing that the turbulence of the past year has created an appropriate environment to adopt a less constrained approach to global equities investing...

This Due Diligence Forum Research Paper and Presentation from PortfolioConstruction Conference 2009 outline the nature of investing in managed futures, and analyse the dynamic investment exposures within managed futures and how this contributes to risk-adjusted returns, before testing a portfolio allocation to managed futures...

This Due Diligence Forum Research Paper and Presentation from PortfolioConstruction Conference 2009 review the key reasons for investing in commodities and illustrate how institutional investors are employing commodity-related investments in portfolios...

Despite an appalling 2008, the hedge fund industry spin continues, with managers comparing hedge fund returns to equity market performance. But what if we make a sensible comparison – against diversified funds? With the tide now out, the myths are laid bare...

The PortfolioConstruction Investment Markets Summit 2009 brought together over 300 industry professionals, for a a pan-industry high quality, high value, intelligent discussion by a faculty of international and local investment experts about key investment markets and their risks and opportunities in 2009/2010...

The following is an introductory review and synopsis of recent commentary on the Global Financial Crisis. What are the possible "road(s) to recovery"? And, what are the sign posts? What are the implications for portfolios, and how do we communicate them to investors?

The 7th annual Portfolio Construction Forum took place in what for many professionals would be considered the eye of a financial hurricane. The news over the prior 12 months had been awful in virtually every domestic financial sector, and the world was fighting through a global credit crisis that had replaced the days of easy money and leverage with a liquidity crisis and flight to quality that threatened international returns for the next half-decade. Delegates arrived with a single mission: to deconstruct the root causes of the domestic and global meltdown, and figure out how to help their clients ride out the storm...

This presentation and underlying research paper bring together 70 years of equity market and commodity price data to help quantify the relationship, measure the extent of the risk and, in doing so, draw some inferences about how to structure a resources portfolio to take account of the market's cyclical position...

This presentation and underlying research paper examine whether there is a significant relationship between inflation and the return characteristics of an investment in commercial real estate, with an objective of clarifying whether real estate acts as an inflation hedge...

The presentation and underlying research paper answer the questions facing advisers now: What are the risks of cash and fixed income investing? Where are the opportunities in the new world of fixed income investing? How do I explain these to my clients?

This presentation and underlying research paper examine why diversification remains a key reason for including commodity assets in a portfolio, and argues that a long-short strategy that provides commodity exposure allows investors to take advantage of volatility and provides a positive absolute return for a portfolio...

This presentation and underlying research paper examine whether the philosophies of alpha and benefits of passive management can be successfully combined and argue that passive hedge fund investing - indexing - has been an ideal way of getting low cost exposure, especially to some traditionally more efficient markets...

This presentation and underlying research paper examine the case for investing in emerging market equities from the perspective of an Australian investor, arguing that emerging markets should be viewed as a relatively risky equity sub-class that justifies its position in portfolios as a source of additional returns, rather than as a diversification opportunity...

This presentation and underlying research paper illustrate that the infrastructure asset class provides a safe haven in inflationary periods...

This presentation and underlying research paper explore relative price strength screens that can be used to identify trends and determine the right time to invest, and demonstrate the significant value that has been added over time by "listening to the market" in this way...

This presentation and underlying research paper argue that portfolios should be constructed of high quality companies with strong fundamentals bought at attractive valuations, regardless of their geographical location, sector or benchmark weight...

This presentation and underlying research paper presents analysis suggesting we have entered a fourth wave of inflation and strong commodity price growth that may continue for the next 10 to 12 years and therefore investments in agriculture are becoming increasingly attractive...

This presentation and underlying research paper address which real estate asset classes will perform best over the next five to seven years and why...

This presentation and underlying research paper ask whether we should have seen the 2007/2008 credit crisis coming, and recommends a return to the evaluation of fixed interest investments on their own individual merits rather than purely as a mathematical optimisation exercise...