One of the most frequently cited doctrines in the investment world is the basic rule of diversification—the distribution of invested assets across different securities and asset classes. That said, there are two completely different opinions on this subject. While one group of investors says that you should not put all your eggs in the same basket in order to avoid large losses, others say that an investor must put all eggs in one basket in order to maximize returns. However, the investor using the latter strategy needs to pay very close attention to his portfolio at all times since a

Achieving alpha in actively managed funds and portfolios is getting more challenging by the day. Diversification may be the last free lunch on Wall Street. In this complimentary webinar Tim Gaumer, Director of Fundamental Research at Thomson Reuters will discuss the benefits of diversifying your investment portfolio by various market factors rather than tilting it toward just one.  Tim will explore value, momentum, quality, and other factors and show which work best in North America and how best to combine them into a single, alpha-generating, multi-factor model. Mr. Gaumer will also share some of Thomson Reuters research findings on factor momentum

In the financial literature it is the general belief that over the long haul equities have outperformed fixed income securities and cash. That’s the main premise behind most asset allocation models. We are taught that diversifying our assets among and within equities, fixed income investments, real assets, and cash will be a benefit to us in the long run and help soften the blow of a decline in any one investment. Given the general practice of over-allocating to equities, it may be surprising to know that over the last 15 years bond funds have outpaced their equity fund counterparts, with