Empirical Papers

 

This series includes all papers, recaps, and newsletters published by Empirical.

Using Asset Classes in Portfolio Construction

Last quarter we covered efficient market hypothesis and how Empirical applies it to portfolio construction. By examining the results of several empirical studies done on the performance of professional managers, we concluded that market timing and active security selection have not always worked well. By contrast, structured asset class investing has worked well and is one of the core strategies we employ. In this letter, we share insights into how asset class investing works and how we apply it to your portfolio.

 

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