asset allocation
Regret risk is a quantifiable phenomenon. The answer for some clients may be equally weighted portfolios.
To understand risk for portfolio optimization purposes, we need to consider regret.
How do portfolios with asset allocations of 100% equity, 100% bond, 60/40, and 80/20 in the US, UK, Italian, Swiss, and global markets perform over time?
How can we identify and measure a portfolio's benchmark misfit risk?
Should we be adjusting our allocations to emerging or frontier markets?
The crypto market’s recent gyrations necessitate a fresh look at the evolving relationships between crypto and traditional asset classes.
William Kinlaw, Mark Kritzman, and David Turkington offer advice on a wide range of asset allocation topics, backing up their recommendations with solid quantitative analysis.
Andrew Lo and Stephen Foerster offer a checklist of seven principles by which investors can construct their own “perfect portfolios.”
The end of the loose money era may offer an opportunity for tactical asset allocation.
Even investors who operate exclusively in public markets can benefit from the book’s thoughtful and sometimes unconventional takes.