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Research topic18 readings

Portfolio construction

Portfolio construction within portfolio-and-market-context.

FieldPortfolio and market context41 readings
The registry

Entries in this field

6 entries

A

Asset allocation

D

Diversification

E

Equal-weight portfolio

M

Maximum diversification portfolioMinimum variance portfolio

T

Trend portfolio
The archive18 readings

Readings on this topic

1988A two-rule classroom book of cheapness and new highsValue investing1995Market z-score residuals for style pair constructionLinear regression1996Annual normalized-yield rank rotation for cyclical sleevesRank rotation1996Value filter then rank-rotate as one procedureRank rotation1997Dow high-yield rank rotation as a testable portfolio procedureRank rotation1998Low relative P/E plus a trendline reversal for regime-aware stock selectionValue investing1998Rank rotation, value screens, and ten-stock diversificationRank rotation2001Earnback period ranking for growth-adjusted screensFundamental overlay2003Stress-testing calendar yield rotation in a declining tapeRank rotation2004Always-on delayed-weak and live-strong sector sleevesRank rotation2005Unfashionable value versus momentum in the bookValue investing2007Why premove fundamentals rarely flag tenfold-price movesFundamental overlay