Mixed asset allocation gives good return

Appropriate asset allocation and a varied mix of asset classes is what will drive hedge fund returns in the current dislocated markets, says Mike Azlen, CEO of Frontier Capital.

Azlen believes Harry Markowitz's paper, "Portfolio Selection" for which he received the Nobel Prize in economics in 1990, still rings true, especially in the present economic climate. Markowtiz identified that combining investments with less-than-perfect correlation produced portfolios with higher risk-adjusted returns.

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