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Recent Articles

Portfolio Research's Approach to Asset Allocation Download PDF

This article provides an overview of the asset allocation model developed and used by portfolio research.

Defining Risk and Correlation Download PDF

In this article we discuss how quantitative investment managers measure and define risk. We also briefly discuss how these measures can be used to create higher returning lower risk portfolios.

Dynamic Allocation versus Static Allocation Download PDF

In this article we discuss dynamic versus static asset allocation and the results that lead us to favor dynamic asset allocation.

ETF Basics Download PDF

In this article we discuss ETFs and using them as an investment vehicle to gain cheap exposure to asset classes.