TY - JOUR T1 - Practical Applications of Evaluating Multi-Asset Strategies JF - Practical Applications SP - 1 LP - 4 DO - 10.3905/pa.6.1.267 VL - 6 IS - 1 AU - K. Stuart Peskin Y1 - 2018/07/31 UR - https://pm-research.com/content/6/1/1.1.abstract N2 - 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 ER -