Due to the fast-changing economic cycles combined with uncertain geopolitics factors, portfolio managers face increasing complexity when constructing multi-asset portfolios. This paper showcases how a set of market views on returns and volatilities can provide a forward-looking assessment to stress and optimize a diversified allocation.
Forward-Looking Multi-Asset Portfolio Construction
Read the Full Article
Thank you for your interest. Please submit your information to receive this premium article.
Related Insights
Advanced Visualization for the Quant Strategy Universe - Clustering and Dimensionality Reduction Published on Risk.net - Journal of Investment Strategies
Systematic Alpha: Replicating the Multi-Strategy Hedge Fund Model with Quantitative Investment Strategies
Tail-Risk Hedging Toolkit: Premialab Downside Protection Pure Factors®
Discover the power of Premialab
Interested in learning more? Reach out to us to speak with one of our expert consultants.
Request a Demo