Asset Allocation: Finding the Sweet Spot Between Risk and Return
Efficient frontiers, tangency portfolios, and Sharpe ratios show why good allocation aims for durable returns with restrained risk rather than heroic forecasts.
Posts for: #Portfolio Construction
Contagion and the Illusion of Diversification
A 126-day rolling correlation study of SPY versus GLD, VNQ, and AGG shows how contagion has turned traditional hedges into simple equity beta since 2020.
Why Asset Diversification Works: An Illustration and Simulation
Modern Portfolio Theory, simulation evidence, and decades of market history show how diversification protects compounding and lifts risk-adjusted returns.