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Balancing on the Life Cycle: Target Date Funds Need Better Diversification
Jusvin Dhillon
portfolio managementResource overview

Balancing on the Life Cycle: Target Date Funds Need Better Diversification

Paper2016

by Jusvin Dhillon

Tags
portfolio management

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Suggested foundations for portfolio construction. Specialist prerequisites vary by paper.

Before you read

  1. Eigenvalues and Covariance Matrices

    Understand the covariance structure of portfolio risk.

  2. Constrained and Convex Optimisation

    Read objectives, constraints and optimality conditions.

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  1. Mean-Variance Optimisation

    Construct allocations and examine sensitivity to estimated inputs.

  2. Portfolio Constraints

    Turn mathematical weights into feasible portfolio decisions.

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