EDUCATION

30 Minutes to a Better Portfolio:
Portfolio Construction in an Age of High Correlations

Most investors focus too heavily on alpha generation at the expense of constructing a truly diversified portfolio. We argue that two simple portfolio construction rules can vastly improve the performance of many portfolios. While many managers find today's "risk-on, risk-off" environment challenging, we show that high correlations can actually be harnessed to create portfolios with good risk-adjusted returns.

Delivered at the Drobny Global conference in New York, NY.

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