Cutting to the chase, we find that 17.5% floating exposure acts to minimise interest rate volatility when compared with a reference of 10yr Fixed. Interest rate costs are also reduced, from 4.5% to ...

Learn about the risk-return profile, its components, trade-off, portfolio theory, metrics, & asset allocation. Discover its role in investment decisions.

The efficient frontier is defined as the set of portfolios which maximizes expected return for a given level of risk. The theory was developed by Nobel laureate and economist, Harry Markowitz, and has ...

Mid-cap has severely underperformed large cap in 2018. Stock portfolio allocation poorly done. Deciding portfolio allocation using efficient frontier. I had started investing in late 2016, and ever ...

Efficient frontier diagrams do not actually show the asset allocations of portfolios on the efficient frontier, but this information is also available. Exhibit 1.3 provides an example of ten ...

Building an impactful, mission-aligned portfolio is often described as a “double bottom-line” investment exercise. This is meant to convey the notion that there are two distinct objectives that an ...