FYI: Portfolio construction is hard enough when comparing assets such as long-only stocks and bonds – add in alternatives and the challenges are multiplied. How does one “put it all together?” That’s precisely the question explored by AQR’s Q2-2015 edition of Alternative Thinking, “Strategic Portfolio Construction: How to Put it All Together.”
Regards,
Ted
http://dailyalts.com/aqr-shows-construct-portfolios-going-beyond-mvo/
