Is Diversification Dead?

Research Affiliates
By February 16, 2021 13:24

Is Diversification Dead?

Is Diversification Dead?

In 1952, Harry Markowitz published “Portfolio Selection” and helped usher in the era of modern portfolio theory. Harry’s work showed us that a portfolio’s risk is not defined by the riskiness of its individual assets, but by the extent the portfolio’s assets’ price movements correlate, or move together. Harry demonstrated that a technique, now known as mean-variance optimization, derives an efficient frontier of portfolios, each of which maximizes expected return at any given level of risk. At a …

Research Affiliates
By February 16, 2021 13:24

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The underperformance of Value vs. Growth stocks explained

From the winter edition of our VBA Journaal, written by Jeroen Kakebeeke RBA, Investment Risk Manager at PGGM
#valueinvesting #growthinvesting

https://nieuws.cfavba.nl/publicaties/the-underperformance-of-value-vs-growth-stocks-explained/4a37e54d-5361-11eb-8a1e-005056b303d3

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