The document discusses the changing correlations in asset classes over time, particularly from 1943 to 1968, and the implications for portfolio diversification. It highlights the importance of strategic and tactical asset allocation, risk management, and the potential benefits of income-generating strategies. The document also notes the increased correlation between asset classes and the need for recalibration of investment strategies.
doj/DataSet10/EFTA01377064.pdf
{"title":"CIO Insights — August 2016 Multi Asset","document_date":"August 2016","document_type":"tabular","document_subtype":"financial analysis","key_organizations":["Thomson Reuters Datastream","Global Financial Data","Robert Shiller","Goldman Sachs Global Investment Research"],"reference_numbers":["DB-SDNY-0073600","SDNY_GM_00219784","EFTA01377064"]}