Tag: portfolio optimization
Portfolios are only optimal if investors can stick with them. We explore how we account for investor anxiety in portfolio optimization.
J.P. Morgan's 2016 capital market assumptions imply that satellite bonds are king and core stocks and bonds must be complemented with alternative exposures.
The rules of the game are crucial in politics. Investing is no different. Rules used for portfolio construction should match investor expectations.
Maximizing Diversification
By Nathan Faber
On December 3, 2018