Tag: portfolio construction (Page 1 of 4)
Long/flat trend-following strategies look like call options with uncertainty. Combining multiple trend models can reduce this uncertainty in the payout.
Portfolio construction decisions tell us about more than just our objective: they tell us about our beliefs. But what if we're not 100% certain?
A systematic approach for evaluating diversification leads to actionable, unbiased results based on a portfolio's objectives.
Explaining why active management performs a certain way in an environment is tough. Predicting this difference is even harder. Diversification is key.
Diversification with Portable Beta
By Nathan Faber
On February 18, 2020