Day 10: How Thoughtful Portfolio Optimization Techniques can be a Total Game Changer for Portfolio Results

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6y ago 33:29

MP3•Beranda episode

The Lords of finance have somehow convinced investors that “simple” always beats “complex” in markets. But this is rubbish.

The fact is that every portfolio formation – even the so-called ‘passive portfolio’ - expresses very active beliefs about how markets function, and the relationships between risk and return. It’s critical to understand these relationships in order to choose the optimal method of portfolio construction. Many common techniques such as market cap and equal weighting are profoundly sub-optimal in practice!

In this episode, we discuss ReSolve’s portfolio optimization article series and describe why appropriate portfolio optimization can act as a powerful force-multiplier on long-term performance.

Whitepaper: https://investresolve.com/portfolio-optimization-general-framework-lp/

Articles: https://investresolve.com/blog/portfolio-optimization-simple-optimal-methods/

https://investresolve.com/blog/portfolio-optimization-case-study-managed-futures/

22 episode

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