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Portfolio Construction - 1000 Foot View
At core one should aim to build portfolio's that has maximum exposure to different un correlated sources of return, while having a high correlation to you liabilities. Once you understand your liabilitess and the correlation with your potential assets you develop an integrated optimizaed portfolio.
- Diversification among super asset classes
- Diversified across risk premia and styles
- Correlation with liabilities
- Risk management around insure versus self insure
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