Diversification? The Last Free Lunch is Getting Leaner

500 names in an index isn’t offering broad diversification today. That’s why maintaining factor diversification is key to Vaughan Nelson’s Select approach.

  • May 19, 2022
Macro Uncertainty and Managed Futures: Navigating the Extremes

Performance impact of market selloffs and rallies across asset classes and trend-following strategies is analyzed.

Sharpe-Weighting: An Alternative Portfolio Construction Technique

Weighting portfolio assets based on their Sharpe ratios may be a good alternative to mean-variance optimization to help optimize risk efficiency.

  • January 18, 2022
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Portfolio Rebalancing in Uncertain Times

Periodic rebalancing is necessary to maintain an investor’s target risk profile, but it’s important to understand the costs and benefits.

  • January 6, 2022
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Equity Diversification for the Next Selloff

With their yields near all-time lows, Treasuries may no longer provide reliable diversification for equities in the next crisis. What else might work?

Valuations and Fundamentals: A Historical Perspective

While P/E ratios are still close to their historic highs, equities remain attractive when adjusting for interest rates and a different fundamental backdrop.

Using Factor Analysis to Build Better Portfolios

Identifying a portfolio’s risk factors – the underlying investment exposures that drive returns – is a critical step in the asset allocation process.

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Direct Indexing Solutions for Tax-Efficient Diversification

Learn how a direct indexing strategy can help control the tax impact of diversifying a concentrated stock position.

Concerns and Expectations of Professional Fund Buyers for 2019

From market volatility to geopolitical uncertainty, see how professional fund buyers are facing the challenges of 2019, based on the 2018 Global Survey of Professional Fund Buyers.

  • April 4, 2019
Top Concerns for Professional Fund Buyers in 2018

With the return of market volatility, professional fund buyers reveal their top concerns–and how they plan to meet their goals despite them.

  • June 15, 2018