Strategy Note /
Global

Building a Diversified Portfolio for the Long-Term

    Nicolas Rabener
    Nicolas Rabener

    Managing Director

    FactorResearch
    29 March 2022
    Published by
    1. Most diversifying strategies fail to provide diversification benefits when most needed
    2. We build a diversified portfolio via trend, multi-factor, and long volatility
    3. An equal-weighted approach to asset allocation is not worse than more complex approaches