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Strategies for Effective Allocation


Portfolio Construction Insights and Divergent Thinking

If risk-optimised allocations are the destination, we at least need to boost our suspension for the journey, and maybe change our form of transport altogether. Read on for a challenge to conventional thinking, and research on a range of investment strategies.

Eight Things Investors Can No Longer Rely on (Man Group)

These are strange times for economies and markets. Man Group challenges eight investment principles, the breakdown of which may be about to make investors jobs even harder.

Asset Allocation in the Era of High Inflation (T. Rowe Price)

For compliance reasons, this paper is only accessible in certain geographies

Strategic and tactical asset allocation guidance based on a study of historical data between 1976 – 2021, with insight on the asset groups best placed to hedge inflation risk.

Bold Asset Allocation (Allocate Smartly)

Dr. Wouter Keller’s ‘Bold Asset Allocation’ (BAA) strategy is backtested, finding that both aggressive and balanced flavours beat a 60/40 benchmark over the period studied.

Improve Portfolio Correlation & Asset Allocation with Hedged Equity (CAIA)

The authors suggest there could be great benefit from allocating to strategies that reduce equity correlation, and why sometimes traditional diversification methods can fall short.

Long Volatility Strategies versus Tactical Asset Allocation (FactorResearch)

Whilst long volatility strategies offer diversification benefits, they do have barriers to entry. Could tactical asset allocation strategies for equities be used as an alternative?

Multi-level diversification across the liquidity spectrum (Wilshire Associates)

Realising the benefits of diversification requires careful portfolio construction, to avoid diversification in name only. Wilshire analyses how alternatives could play their part.

Treasury Bonds: Buy and hold or trend follow? (Alpha Architect)

This analysis suggests that a 60/40 portfolio’s long-run results will be determined by the equity market, and that the buy and hold vs trend-following bond choice is largely moot.


Fixed Income: Winners and losers during regime change (Special Report)

For compliance reasons, this paper is only accessible in the United States and Canada

This year investors have had to bear the brunt of significant repricing in both equity and fixed income markets. What opportunities could there be in fixed income going forward?