Practical analysis for investment professionals

asset allocation


Evaluating Benchmark Misfit Risk

How can we identify and measure a portfolio's benchmark misfit risk?

Frontier and Emerging Markets: Inflection Points

Should we be adjusting our allocations to emerging or frontier markets?

How Do Cryptocurrencies Correlate with Traditional Asset Classes?

The crypto market’s recent gyrations necessitate a fresh look at the evolving relationships between crypto and traditional asset classes.

Book Review: Asset Allocation

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.

Book Review: In Pursuit of the Perfect Portfolio

Andrew Lo and Stephen Foerster offer a checklist of seven principles by which investors can construct their own “perfect portfolios.”

Tactical Asset Allocation: The Flexibility Advantage

The end of the loose money era may offer an opportunity for tactical asset allocation.

Book Review: Asset Allocation and Private Markets

Even investors who operate exclusively in public markets can benefit from the book’s thoughtful and sometimes unconventional takes.

4×4 Asset Allocation: Four Goals over an Investment Horizon

Assets and liabilities in any portfolio should contribute to liquidity maintenance, income generation, preservation of capital, and growth.

Book Review: Beyond Diversification

The range of tools that Sébastien Page, CFA, sets out in this book can help investors make better decisions.

Strategic Asset Allocation or: How I Learned to Stop Worrying and Love the Dispersion

The old adage that allocation determines 90% of performance is rapidly becoming outdated.



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