We modify the 60/40 portfolio to include commodity futures, utilizing 146 years of
monthlydata from 1877, seeking to improve the traditional 60/40 portfolio in the long run …

The article focuses on a webinar held in October 2022, discussing multi-asset strategies.
Topics covered include the roles of risk allocation and factors in multi-asset portfolios, the …

According to the modern portfolio theory, the whole is expected to be greater than the sum of
parts. We often discuss multi-asset portfolios in terms of resilience, which according to the …