The mean-variance optimization suggested by Henry Markowitz represents a path-breaking work, the beginning of the so-called Modern Portfolio Theory. This theory has been criticized by some researchers ...

For many institutional investors, ESG is still an area filled with question marks and potential. ESG is an investment driver that once engaged with permeates the investment process all the way through ...

The first four parts of this series have focused on building a commodity spread portfolio. We began by separating trade selection from portfolio construction, then examined position sizing, ...

In the world of investing, few concepts matter more than portfolio construction. The delicate balance between risk-seeking and risk-avoidance will determine not only the types of assets you select but ...

As one of the most capital-intensive industries, the construction sector’s need for establishing effective project management cannot be overstated. According to the KPMG Global Construction Survey of ...

Family offices are increasingly shifting their investment strategies away from traditional asset allocations and towards more diverse, alternative investments. This trend reflects a desire for higher ...

For many advisors and investors, building and designing a model portfolio seems like a daunting task. Putting together a group of asset classes designed to meet a set of goals can feel like a complex ...

Now that self-directed investors can trade for free and buy fractional shares, they are no longer dependent on mutual fund managers or ETF providers to construct portfolios for them. Figure 1 shows ...

Is the 60/40 portfolio still relevant? How to construct a 60/40 portfolio with ETFs? Marco Santanché, a former Credit Suisse quant strategist and author of a monthly research series Quant Evolution, ...