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...

Exploring the myth that active portfolio management is solely about alpha, ignoring the (tax) consequences of how alpha is generated – and why passive portfolios cost more than you think...

The search for yield has never been more difficult. Can income-oriented managed funds compete with direct equities and ETFs?

Exploring how to augment traditional portfolio construction techniques though better understanding of how asset classes' correlate in particular bonds and equities...

With unprecedented political risk, debt, and economic restructuring around the world, our expert panel debated the portfolio construction implications.

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

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

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

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

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

Different (and difficult) times call for different approaches to portfolio construction - in this thought piece, Prof Toby Moskowitz of Chicago University shares his views on tHiNkInG oUtSiDe ThE bOx about building portfolios...

The risk of using MPT - like any model - is that if poor inputs go into the model, poor results will come out...