RT Journal Article
SR Electronic
T1 Practical Applications of Evaluating Multi-Asset Strategies
JF Practical Applications
FD Institutional Investor Journals
SP 1
OP 4
DO 10.3905/pa.6.1.267
VO 6
IS 1
A1 K. Stuart Peskin
YR 2018
UL https://pm-research.com/content/6/1/1.1.abstract
AB In Evaluating Multi-Asset Strategies, published in the in the special multi-asset-class issue of The Journal of Portfolio Management, Stuart Peskin of Aberdeen Standard Investments in Boston discusses the weaknesses of correlation as a measure of portfolio diversification and explores other methods for measuring and assessing diversification. He identifies five techniques, three with a historical focus and two that apply predictive modeling.Peskin explains that Arberdeen’s multi-asset-class strategy seeks to generate above-market returns by focusing on higher-risk asset classes over a medium-term investment outlook. He analyzes the efficacy of the strategy’s diversification using the techniques described and concludes that the strategy achieves the desired results.TOPIC: Portfolio construction