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Day 12 - Putting 11 days of Wisdom to work through a Multi-Asset Momentum Case Study
Manage episode 233871462 series 2508179
The team has spent the last 11 episodes discussing the importance of asset allocation; the role of systematic “factor” tilts like momentum, value and trend; and how portfolio optimization can act as a force multiplier on long-term performance.
This episode comes full circle by integrating all of the concepts described thus far: Asset Allocation, Risk Balance, Ensemble Methods, Portfolio Optimization and Factor investing, using multi-asset momentum as a case study for this integration.
The team also discusses the importance of process diversification in terms of how to select an optimal multi-asset investment universe; diverse measures of momentum; different methods of portfolio optimization; and holding period diversification.
A fitting conclusion to the 12 Days of Wisdom series, this is one that listeners will not want to miss!
Whitepaper: http://www.investresolve.com/adaptive-asset-allocation/
Articles: https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-1-universe-selection/
https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-2-the-many-faces-of-price-momentum/
https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-3-risk-adjusted-momentum/
https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-4-momentum-weighting/
https://investresolve.com/blog/same-same-but-different/
https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-2-the-many-faces-of-price-momentum/
https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-3-risk-adjusted-momentum/
https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-4-momentum-weighting/
22集单集
Manage episode 233871462 series 2508179
The team has spent the last 11 episodes discussing the importance of asset allocation; the role of systematic “factor” tilts like momentum, value and trend; and how portfolio optimization can act as a force multiplier on long-term performance.
This episode comes full circle by integrating all of the concepts described thus far: Asset Allocation, Risk Balance, Ensemble Methods, Portfolio Optimization and Factor investing, using multi-asset momentum as a case study for this integration.
The team also discusses the importance of process diversification in terms of how to select an optimal multi-asset investment universe; diverse measures of momentum; different methods of portfolio optimization; and holding period diversification.
A fitting conclusion to the 12 Days of Wisdom series, this is one that listeners will not want to miss!
Whitepaper: http://www.investresolve.com/adaptive-asset-allocation/
Articles: https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-1-universe-selection/
https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-2-the-many-faces-of-price-momentum/
https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-3-risk-adjusted-momentum/
https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-4-momentum-weighting/
https://investresolve.com/blog/same-same-but-different/
https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-2-the-many-faces-of-price-momentum/
https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-3-risk-adjusted-momentum/
https://investresolve.com/blog/dynamic-asset-allocation-for-practitioners-part-4-momentum-weighting/
22集单集
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