The Windham Labs 2018 Quantitative Guide to Asset Allocation

How to tailor a portfolio to meet unique investment objectives

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At Windham, our mission is to deliver innovative investment technology and research that impacts the way the world’s most sophisticated investors manage assets. We work closely with our clients to provide a complete service relationship which includes support from Windham’s client servicing team and exclusive access to our acclaimed independent research.

It has been 65 years since Harry Markowitz formalized the theory of asset allocation, though the nuances and rules continue to surprise us. In this guidebook, we begin by going back to the fundamentals and explore the most significant concepts of asset allocation and portfolio construction.

This free guide will cover:

  • Defining An Asset Class
  • Capital Market Forecasting
  • Factors & Factor Analysis
  • Exposure To Loss
  • Estimation Error
  • Wealth Simulation
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