Click to login and read the full article.
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Abstract
By combining more asset classes, the slope of the classic efficient frontier steepens considerably—which is good news for investors desiring better risk-adjusted performance. Rather than evaluating a portfolio that simply contains various combinations of cash and large U.S. stocks, a multiple asset portfolio is evaluated in lieu of large U.S. stocks. When substituting a multi-asset portfolio in place of U.S. large stocks, the efficient frontier is significantly steeper, indicating superior risk/return characteristics.
- © 2011 Pageant Media Ltd
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600