The spotlight shone on the outlook for Australian equities in a 3-D world (deleveraging, demographics and (liquidity) damns - and the portfolio construction implications.

Australia's national income per person is the 5th-highest in the world. But the drivers of success are deteriorating.

The catalyst for improved sentiment for commodity-based equities will be a return of confidence and more stable political and economic environment.

Amidst the volatility and doomsday talk in China, Asia ex-Japan equities ended up as the best performing region in 2012. For 2013, the outlook for Asia continues to be positive.

World Investor New Zealand magazine gives the appearance of serious quality. What's interesting is what's not said as much as what IS said. Transparency and disclosure should be as stringent for investment publications as for investment advisers.

The FMA's latest AFA Monitoring Report makes interesting reading. The findings support our conclusion after our review of over 500 client files in the previous 12 months - that is, that many AFAs need to do a better job with Statements of Advice.

IFA and PortfolioConstruction Forum partner on professional development programs; Veteran financial adviser retires after 30 years; Regulator to undertake surveillance of research report providers

Earlier this month, Tony Vidler called for SOAs to be no longer than four pages. But others see no problem with quite lengthy statements, as financialalert found out when it surveyed some advisers on how they interpret Code Standard 6's requirement to communicate "clearly, concisely, and effectively."

Despite a sluggish US economy, drift toward recession in Europe, and China slowdown, global monetary policy means equities will continue to outshine bonds.

How good are Chinese policymakers? US data creeping better. A pick up in global momentum...

Volatility is a risk for any portfolio that has cash flows, irrespective of investment time horizon. The culprit is sequencing risk, the risk of returns occurring in an adverse order.

Dynamic asset allocation, MPT, risk premia, and how to get the regulator on board with a DAA approach.

Different (and difficult) times call for different approaches to portfolio construction - in this thought piece, Dr Woody Brock shares his views on tHiNkInG oUtSiDe ThE bOx about building portfolios...

MPT is not broken, it has just been (badly) misapplied for the past 60 years. Appropriate use of MPT can lead to more efficient risk/return trade-offs...

This 2012 Conference session showed that major investment risk events occur in clusters, and focused on how to prioritise risk to achieve better investment decisions.

Managed futures strategies can aid diversification.

Dividend-yield strategies have outperformed in up and down markets, making them more of an all-weather approach than many may think...

The process of reallocation to EM bonds is likely to accelerate, creating more liquidity and stability, and adding to their attractiveness for retirement income needs...

Global tactical asset allocation is a strategy that is well tailored to the new paradigm, generating excess returns with low volatility in both bull and bear markets...

The deleveraging cycle is creating a conundrum for investors and asset managers. Investors want more income but with less risk...