Evanston Capital Management publishes portfolio construction theory presentation factsheet

  • Evanston Capital Management published “Portfolio Construction Theory,” outlining a framework for how assets fit together in a portfolio.
  • The paper argues standalone return and risk can mislead, urging focus on how holdings interact across the portfolio.
  • It says diversification benefit is maximized when assets contribute equal risk, described as the “Diversification Sweet Spot.”
  • Part I is available at https://242304507.fs1.hubspotusercontent-na2.net/hubfs/242304507/Portfolio%20Construction%20Theory%20Part%20I.pdf.


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