Abstract
Practical Applications Summary In Evaluating Multi-Asset Strategies, published in the in the special multi-asset-class issue of The Journal of Portfolio Management, Stuart Peskin of Aberdeen Standard Investments in Boston discusses the weaknesses of correlation as a measure of portfolio diversification and explores other methods for measuring and assessing diversification. He identifies five techniques, three with a historical focus and two that apply predictive modeling. Peskin explains that Arberdeen’s multi-asset-class strategy seeks to generate above-market returns by focusing on higher-risk asset classes over a medium-term investment outlook. He analyzes the efficacy of the strategy’s diversification using the techniques described and concludes that the strategy achieves the desired results.
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