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Practical Applications of Evaluating Multi-Asset Strategies

K. Stuart Peskin
Practical Applications 6 (1) DOI: https://doi.org/10.3905/pa.6.1.267
K. Stuart Peskin
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Practical Applications Summary

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

  • The content is made available for your general information and use and is not intended for trading or other specific investment advice purposes or to address your particular requirements. We do not represent or endorse the accuracy or reliability of any advice, opinion, statement, or other information provided any user of this publication. Reliance upon any opinion, advice, statement, or other information shall also be at your own risk. Independent advice should be obtained before making any such decision. Any arrangements made between you and any third party named in this publication are at your sole risk.
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Practical Applications: 6 (1)
Practical Applications
Vol. 6, Issue 1
31 Jul 2018
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Practical Applications of Evaluating Multi-Asset Strategies
K. Stuart Peskin
Practical Applications Jul 2018, 6 (1) DOI: 10.3905/pa.6.1.267

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Practical Applications of Evaluating Multi-Asset Strategies
K. Stuart Peskin
Practical Applications Jul 2018, 6 (1) DOI: 10.3905/pa.6.1.267
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