Abstract
The article discusses the concept of thematic investment in asset allocation as an additional investment dimension that goes beyond asset classes, regions, sectors and styles, and suggests a structure for the distribution of thematic investments at the strategic level of asset allocation. The approach uses a structure based on reliable portfolio optimization, which takes into account the expected excess return from the impact of the topic and from exposure to traditional risk factors, and provides an example illustrating how thematic investments fit into traditional portfolios with multiple assets.
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