About this source
This article outlines the approach used by Bridgewater Associates to engineer portfolios and achieve targeted returns and risks.
Frameworks extracted
7 totalFINmonths
All Weather Asset Allocation
Balanced exposure
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All Weather Risk Balancing Approach
Diversified asset allocation
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Alpha Overlay Strategy
Diversified alpha portfolio
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All Weather Portfolio
Diversified portfolio designed to perform well across different economic environments
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Optimal Alpha Portfolio
Diversified portfolio of uncorrelated return streams
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Optimal Beta Portfolio
Diversified portfolio with targeted returns
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Post-Modern Portfolio Theory (PMPT)
Engineer portfolios for targeted returns